Conic programming reformulations of two-stage distributionally robust linear programs over Wasserstein balls

GA Hanasusanto, D Kuhn - Operations Research, 2018 - pubsonline.informs.org
Adaptive robust optimization problems are usually solved approximately by restricting the
adaptive decisions to simple parametric decision rules. However, the corresponding …

Robust facility location under demand uncertainty and facility disruptions

C Cheng, Y Adulyasak, LM Rousseau - Omega, 2021 - Elsevier
Facility location decision is strategic: the construction of a new facility is typically costly and
the impact of the decision is long-lasting. Environmental changes, such as population shift …

Adjustable robust optimization via Fourier–Motzkin elimination

J Zhen, D Den Hertog, M Sim - Operations Research, 2018 - pubsonline.informs.org
We demonstrate how adjustable robust optimization (ARO) problems with fixed recourse can
be cast as static robust optimization problems via Fourier–Motzkin elimination (FME) …

Inventory planning for self-serve pharmacy kiosks: A fill rate maximization approach

G Baloch, F Gzara - Computers & Industrial Engineering, 2024 - Elsevier
In recent years, self-serve kiosks have become increasingly popular due to their 24/7
availability and lower setup and operational costs compared to traditional brick-and-mortar …

A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides

G Xu, S Burer - Computational Optimization and Applications, 2018 - Springer
We study two-stage adjustable robust linear programming in which the right-hand sides are
uncertain and belong to a convex, compact uncertainty set. This problem is NP-hard, and the …

Robustifying conditional portfolio decisions via optimal transport

VA Nguyen, F Zhang, S Wang, J Blanchet… - Operations …, 2024 - pubsonline.informs.org
We propose a data-driven portfolio selection model that integrates side information,
conditional estimation, and robustness using the framework of distributionally robust …

A sequential follower refinement algorithm for robust surgery scheduling

A Bansal, JP Richard, BP Berg… - INFORMS Journal on …, 2024 - pubsonline.informs.org
An algorithm for the two-stage robust optimization surgery-to-operating room allocation
problem is presented. The second-stage problem is an integer linear program whose …

Adjustable robust optimization reformulations of two-stage worst-case regret minimization problems

M Poursoltani, E Delage - Operations Research, 2022 - pubsonline.informs.org
This paper explores the idea that two-stage worst-case regret minimization problems with
either objective or right-hand side uncertainty can be reformulated as two-stage robust …

Resilient edge service placement under demand and node failure uncertainties

J Cheng, DT Nguyen… - IEEE Transactions on …, 2023 - ieeexplore.ieee.org
Resiliency plays a critical role in designing future communication networks. How to make
edge computing systems resilient against unpredictable failures and fluctuating demand is …

[HTML][HTML] A Robust Optimization Model for Emergency Location Considering the Uncertainty and Correlation of Transportation Network Capacity

B Jiang, Y Song - Systems, 2024 - mdpi.com
Emergencies often lead to the impairment of infrastructure systems, including transportation
systems. It is necessary to analyze the uncertainty and correlation of transportation network …