IDEAS home Printed from https://ideas.repec.org/a/spr/jglopt/v48y2010i2p323-334.html
   My bibliography  Save this article

Robust optimization with simulated annealing

Author

Listed:
  • Dimitris Bertsimas
  • Omid Nohadani

Abstract

No abstract is available for this item.

Suggested Citation

  • Dimitris Bertsimas & Omid Nohadani, 2010. "Robust optimization with simulated annealing," Journal of Global Optimization, Springer, vol. 48(2), pages 323-334, October.
    • Handle: RePEc:spr:jglopt:v:48:y:2010:i:2:p:323-334
    DOI: 10.1007/s10898-009-9496-x
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10898-009-9496-x
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10898-009-9496-x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. J. D. Joannopoulos & Pierre R. Villeneuve & Shanhui Fan, 1997. "Photonic crystals: putting a new twist on light," Nature, Nature, vol. 386(6621), pages 143-149, March.
    2. L. Ingber & B. Rosen, 1992. "Genetic algorithms and very fast simulated reannealing: A comparison," Lester Ingber Papers 92ga, Lester Ingber.
    3. A. Ben-Tal & A. Nemirovski, 1998. "Robust Convex Optimization," Mathematics of Operations Research, INFORMS, vol. 23(4), pages 769-805, November.
    4. L. Ingber, 1989. "Very fast simulated re-annealing," Lester Ingber Papers 89vf, Lester Ingber.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Gabrel, Virginie & Murat, Cécile & Thiele, Aurélie, 2014. "Recent advances in robust optimization: An overview," European Journal of Operational Research, Elsevier, vol. 235(3), pages 471-483.
    2. Gabriele Eichfelder & Corinna Krüger & Anita Schöbel, 2017. "Decision uncertainty in multiobjective optimization," Journal of Global Optimization, Springer, vol. 69(2), pages 485-510, October.
    3. Dimitris Bertsimas & Omid Nohadani, 2019. "Robust Maximum Likelihood Estimation," INFORMS Journal on Computing, INFORMS, vol. 31(3), pages 445-458, July.
    4. Oumayma Bahri & El-Ghazali Talbi, 2021. "Robustness-based approach for fuzzy multi-objective problems," Annals of Operations Research, Springer, vol. 296(1), pages 707-733, January.
    5. Emilio Carrizosa & Frédéric Messine, 2021. "An interval branch and bound method for global Robust optimization," Journal of Global Optimization, Springer, vol. 80(3), pages 507-522, July.
    6. Mehdi Karimi & Somayeh Moazeni & Levent Tunçel, 2018. "A Utility Theory Based Interactive Approach to Robustness in Linear Optimization," Journal of Global Optimization, Springer, vol. 70(4), pages 811-842, April.
    7. Chandra Ade Irawan & Said Salhi & Kusmaningrum Soemadi, 2020. "The continuous single-source capacitated multi-facility Weber problem with setup costs: formulation and solution methods," Journal of Global Optimization, Springer, vol. 78(2), pages 271-294, October.
    8. Chung, Byung Do & Yao, Tao & Friesz, Terry L. & Liu, Hongcheng, 2012. "Dynamic congestion pricing with demand uncertainty: A robust optimization approach," Transportation Research Part B: Methodological, Elsevier, vol. 46(10), pages 1504-1518.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. L. Ingber, 2018. "Quantum Variables in Finance and Neuroscience," Lester Ingber Papers 18qv, Lester Ingber.
    2. L. Ingber, 2022. "Quantum Variables in Finance," Lester Ingber Papers 22qv, Lester Ingber.
    3. L. Ingber, 2018. "Quantum calcium-ion interactions with EEG," Lester Ingber Papers 18qc, Lester Ingber.
    4. Michael Saah Hayford & Bithin Datta, 2021. "Source Characterization of Multiple Reactive Species at an Abandoned Mine Site Using a Groundwater Numerical Simulation Model and Optimization Models," IJERPH, MDPI, vol. 18(9), pages 1-42, April.
    5. L. Ingber, 1992. "Generic mesoscopic neural networks based on statistical mechanics of neocortical interactions," Lester Ingber Papers 92gm, Lester Ingber.
    6. B Suman & P Kumar, 2006. "A survey of simulated annealing as a tool for single and multiobjective optimization," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(10), pages 1143-1160, October.
    7. M. Bowman & L. Ingber, 1997. "Canonical momenta of nonlinear combat," Lester Ingber Papers 97cm, Lester Ingber.
    8. Pereira, Robert, 2000. "Genetic Algorithm Optimisation for Finance and Investments," MPRA Paper 8610, University Library of Munich, Germany.
    9. Lester Ingber & Radu Paul Mondescu, 2000. "Optimization of Trading Physics Models of Markets," Papers physics/0007075, arXiv.org.
    10. L. Ingber, 1993. "Statistical mechanics of combat and extensions," Lester Ingber Papers 93ce, Lester Ingber.
    11. L. Ingber & J.K. Wilson, 2000. "Statistical mechanics of financial markets: Exponential modifications to Black-Scholes," Lester Ingber Papers 00fm, Lester Ingber.
    12. L. Ingber & R.P. Mondescu, 2003. "Automated internet trading based on optimized physics models of markets," Lester Ingber Papers 03ai, Lester Ingber.
    13. L. Ingber, 1996. "Adaptive simulated annealing (ASA): Lessons learned," Lester Ingber Papers 96as, Lester Ingber.
    14. Li, Xingchen & Xu, Guangcheng & Wu, Jie & Xu, Chengzhen & Zhu, Qingyuan, 2024. "Evaluation of bank efficiency by considering the uncertainty of nonperforming loans," Omega, Elsevier, vol. 126(C).
    15. Christina Büsing & Sigrid Knust & Xuan Thanh Le, 2018. "Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(4), pages 339-365, December.
    16. Wenqing Chen & Melvyn Sim & Jie Sun & Chung-Piaw Teo, 2010. "From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization," Operations Research, INFORMS, vol. 58(2), pages 470-485, April.
    17. Zhi Chen & Melvyn Sim & Huan Xu, 2019. "Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets," Operations Research, INFORMS, vol. 67(5), pages 1328-1344, September.
    18. Stefan Mišković, 2017. "A VNS-LP algorithm for the robust dynamic maximal covering location problem," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 39(4), pages 1011-1033, October.
    19. Chuong, T.D. & Jeyakumar, V., 2017. "Convergent hierarchy of SDP relaxations for a class of semi-infinite convex polynomial programs and applications," Applied Mathematics and Computation, Elsevier, vol. 315(C), pages 381-399.
    20. Minjiao Zhang & Simge Küçükyavuz & Saumya Goel, 2014. "A Branch-and-Cut Method for Dynamic Decision Making Under Joint Chance Constraints," Management Science, INFORMS, vol. 60(5), pages 1317-1333, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jglopt:v:48:y:2010:i:2:p:323-334. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.