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Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems

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Cited by:

  1. Daniel Zhuoyu Long & Jin Qi & Aiqi Zhang, 2024. "Supermodularity in Two-Stage Distributionally Robust Optimization," Management Science, INFORMS, vol. 70(3), pages 1394-1409, March.
  2. Ning Zhang & Chang Fang, 2020. "Saddle point approximation approaches for two-stage robust optimization problems," Journal of Global Optimization, Springer, vol. 78(4), pages 651-670, December.
  3. Shanshan Wang & Erick Delage, 2024. "A Column Generation Scheme for Distributionally Robust Multi-Item Newsvendor Problems," INFORMS Journal on Computing, INFORMS, vol. 36(3), pages 849-867, May.
  4. Yu, Chengcheng & Liu, Lindong, 2026. "Robust battery swapping for e-bike sharing with uncertain covariates and partial outsourcing," Omega, Elsevier, vol. 138(C).
  5. Angelos Georghiou & Angelos Tsoukalas & Wolfram Wiesemann, 2026. "On the Optimality of Affine Decision Rules in Distributionally Robust Optimization," Management Science, INFORMS, vol. 72(2), pages 1456-1471, February.
  6. Phebe Vayanos & Qing Jin & George Elissaios, 2022. "ROC++: Robust Optimization in C++," INFORMS Journal on Computing, INFORMS, vol. 34(6), pages 2873-2888, November.
  7. Zhiyuan Wang & Lun Ran & Minglong Zhou & Long He, 2025. "On the Equivalence and Performance of Distributionally Robust Optimization and Robust Satisficing Models," Manufacturing & Service Operations Management, INFORMS, vol. 27(4), pages 1295-1312, July.
  8. Mehran Poursoltani & Erick Delage, 2022. "Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems," Operations Research, INFORMS, vol. 70(5), pages 2906-2930, September.
  9. Marc Goerigk & Adam Kasperski & Paweł Zieliński, 2022. "Robust two-stage combinatorial optimization problems under convex second-stage cost uncertainty," Journal of Combinatorial Optimization, Springer, vol. 43(3), pages 497-527, April.
  10. Zhong, Yuanguang & Liu, Ju & Zhou, Yong-Wu & Cao, Bin & Cheng, T.C. Edwin, 2022. "Robust contract design and coordination under consignment contracts with revenue sharing," International Journal of Production Economics, Elsevier, vol. 253(C).
  11. Menglei Ji & Mohammad Mosaffa & Amir Ardestani-Jaafari & Jinlin Li & Chun Peng, 2024. "Integration of text-mining and telemedicine appointment optimization," Annals of Operations Research, Springer, vol. 341(1), pages 621-645, October.
  12. Boonstra, Guus & van Eekelen, Wouter J. E. C. & van Leeuwaarden, Johan S. H., 2025. "Robust knapsack ordering for a partially-informed newsvendor with budget constraint," Other publications TiSEM f8621c78-5367-4605-8158-0, Tilburg University, School of Economics and Management.
  13. Mohammadi Fathabad, Abolhassan & Cheng, Jianqiang & Pan, Kai & Yang, Boshi, 2023. "Asymptotically tight conic approximations for chance-constrained AC optimal power flow," European Journal of Operational Research, Elsevier, vol. 305(2), pages 738-753.
  14. Xiong, Houbo & Yan, Mingyu & Guo, Chuangxin & Ding, Yi & Zhou, Yue, 2023. "DP based multi-stage ARO for coordinated scheduling of CSP and wind energy with tractable storage scheme: Tight formulation and solution technique," Applied Energy, Elsevier, vol. 333(C).
  15. Zheng Cui & Daniel Zhuoyu Long & Jin Qi & Lianmin Zhang, 2023. "The Inventory Routing Problem Under Uncertainty," Operations Research, INFORMS, vol. 71(1), pages 378-395, January.
  16. Mengshi Lu & Zuo‐Jun Max Shen, 2021. "A Review of Robust Operations Management under Model Uncertainty," Production and Operations Management, Production and Operations Management Society, vol. 30(6), pages 1927-1943, June.
  17. Jianzhe Zhen & Ahmadreza Marandi & Danique de Moor & Dick den Hertog & Lieven Vandenberghe, 2022. "Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective," INFORMS Journal on Computing, INFORMS, vol. 34(5), pages 2410-2427, September.
  18. Karthik Natarajan & Melvyn Sim & Joline Uichanco, 2018. "Asymmetry and Ambiguity in Newsvendor Models," Management Science, INFORMS, vol. 64(7), pages 3146-3167, July.
  19. Angelos Georghiou & Angelos Tsoukalas & Wolfram Wiesemann, 2020. "A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization," Operations Research, INFORMS, vol. 68(2), pages 572-590, March.
  20. Ankit Bansal & Jean-Philippe Richard & Bjorn P. Berg & Yu-Li Huang, 2024. "A Sequential Follower Refinement Algorithm for Robust Surgery Scheduling," INFORMS Journal on Computing, INFORMS, vol. 36(3), pages 918-937, May.
  21. Johannes O. Royset & Miguel A. Lejeune, 2025. "Risk-Adaptive Local Decision Rules," Operations Research, INFORMS, vol. 73(4), pages 2125-2145, July.
  22. T. D. Chuong & V. Jeyakumar & G. Li & D. Woolnough, 2021. "Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity," Journal of Global Optimization, Springer, vol. 81(4), pages 1095-1117, December.
  23. Haodong Feng & Man Feng & Qianqian Wang & Qingwei Jin & Xinru Hao & Yidong Zhang & Lei Cao, 2025. "Improving front distribution center fulfillment rates: a distributionally robust approach," Fuzzy Optimization and Decision Making, Springer, vol. 24(2), pages 343-366, June.
  24. Li Chen & Melvyn Sim, 2025. "Robust CARA Optimization," Operations Research, INFORMS, vol. 73(3), pages 1459-1478, May.
  25. Mingyang Fu & Xiaobo Li & Lianmin Zhang, 2024. "Distributionally Robust Newsvendor Under Stochastic Dominance with a Feature-Based Application," Manufacturing & Service Operations Management, INFORMS, vol. 26(5), pages 1962-1977, September.
  26. Xiong, Houbo & Zhou, Yue & Guo, Chuangxin & Ding, Yi & Luo, Fengji, 2023. "Multi-stage risk-based assessment for wind energy accommodation capability: A robust and non-anticipative method," Applied Energy, Elsevier, vol. 350(C).
  27. David Simchi-Levi & Nikolaos Trichakis & Peter Yun Zhang, 2019. "Designing Response Supply Chain Against Bioattacks," Operations Research, INFORMS, vol. 67(5), pages 1246-1268, September.
  28. Ahmadi Digehsara, Amin & Nejati, Mohamadsadra & Ardestani-Jaafari, Amir & Rastani, Sina & Aflaki, Sam, 2025. "Geopolitical disruptions in global supply chains: The role of strategic alliances," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 204(C).
  29. Luyu Wang & Houbo Xiong & Yunhui Shi & Chuangxin Guo, 2023. "Rolling Horizon Robust Real-Time Economic Dispatch with Multi-Stage Dynamic Modeling," Mathematics, MDPI, vol. 11(11), pages 1-20, June.
  30. Long He & Zhenyu Hu & Meilin Zhang, 2020. "Robust Repositioning for Vehicle Sharing," Manufacturing & Service Operations Management, INFORMS, vol. 22(2), pages 241-256, March.
  31. Angelos Georghiou & Daniel Kuhn & Wolfram Wiesemann, 2019. "The decision rule approach to optimization under uncertainty: methodology and applications," Computational Management Science, Springer, vol. 16(4), pages 545-576, October.
  32. van Eekelen, Wouter, 2023. "Distributionally robust views on queues and related stochastic models," Other publications TiSEM 9b99fc05-9d68-48eb-ae8c-9, Tilburg University, School of Economics and Management.
  33. Ernst Roos & Dick den Hertog, 2020. "Reducing Conservatism in Robust Optimization," INFORMS Journal on Computing, INFORMS, vol. 32(4), pages 1109-1127, October.
  34. Aras Selvi & Aharon Ben-Tal & Ruud Brekelmans & Dick den Hertog, 2022. "Convex Maximization via Adjustable Robust Optimization," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 2091-2105, July.
  35. Jiankun Sun & Jan A. Van Mieghem, 2019. "Robust Dual Sourcing Inventory Management: Optimality of Capped Dual Index Policies and Smoothing," Manufacturing & Service Operations Management, INFORMS, vol. 21(4), pages 912-931, October.
  36. Huaxiao Shen & Yanzhi Li & Youhua (Frank) Chen & Kai Pan, 2021. "Integrated Ad Delivery Planning for Targeted Display Advertising," Operations Research, INFORMS, vol. 69(5), pages 1409-1429, September.
  37. Wang, Shanshan & Mehrotra, Sanjay & Peng, Chun, 2025. "Robust concave utility maximization over chance constraints," European Journal of Operational Research, Elsevier, vol. 321(3), pages 800-813.
  38. Haodong Feng, 2025. "Study of Impact of Moment Information in Demand Forecasting on Distributionally Robust Fulfillment Rate Improvement Algorithm," Mathematics, MDPI, vol. 13(7), pages 1-35, April.
  39. Amir Ardestani-Jaafari & Erick Delage, 2021. "Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 1138-1161, July.
  40. Eojin Han & Omid Nohadani, 2025. "Nonlinear Decision Rules Made Scalable by Nonparametric Liftings," Management Science, INFORMS, vol. 71(4), pages 3449-3471, April.
  41. Joren Gijsbrechts & Christina Imdahl & Robert N. Boute & Jan A. Van Mieghem, 2023. "Optimal robust inventory management with volume flexibility: Matching capacity and demand with the lookahead peak‐shaving policy," Production and Operations Management, Production and Operations Management Society, vol. 32(11), pages 3357-3373, November.
  42. Hamed Mamani & Shima Nassiri & Michael R. Wagner, 2017. "Closed-Form Solutions for Robust Inventory Management," Management Science, INFORMS, vol. 63(5), pages 1625-1643, May.
  43. Roos, Ernst & den Hertog, Dick, 2019. "Reducing conservatism in robust optimization," Other publications TiSEM ad0238cd-de7a-4366-b487-b, Tilburg University, School of Economics and Management.
  44. Guanglin Xu & Samuel Burer, 2018. "A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides," Computational Optimization and Applications, Springer, vol. 70(1), pages 33-59, May.
  45. Peter Zhang, 2023. "Distributionally Robust Principal-Agent Problems and Optimality of Contracts," Papers 2303.07468, arXiv.org, revised Jan 2024.
  46. Rahimian, Hamed & Bayraksan, Güzin & Homem-de-Mello, Tito, 2019. "Controlling risk and demand ambiguity in newsvendor models," European Journal of Operational Research, Elsevier, vol. 279(3), pages 854-868.
  47. Yupeng Chen & Garud Iyengar & Chun Wang, 2023. "Robust Inventory Management: A Cycle-Based Approach," Manufacturing & Service Operations Management, INFORMS, vol. 25(2), pages 581-594, March.
  48. Haihao Lu & Bradley Sturt, 2026. "On the Sparsity of Optimal Linear Decision Rules for a Class of Robust Optimization Problems with Box Uncertainty Sets," Operations Research, INFORMS, vol. 74(1), pages 500-516, January.
  49. Filipe Rodrigues & Agostinho Agra & Cristina Requejo & Erick Delage, 2021. "Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem," INFORMS Journal on Computing, INFORMS, vol. 33(2), pages 685-705, May.
  50. Hong Sun & Yan Li, 2023. "Optimal Acquisition and Production Policies for Remanufacturing with Quality Grading," Mathematics, MDPI, vol. 11(7), pages 1-21, March.
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