Distributionally robust optimization: A review

H Rahimian, S Mehrotra - arXiv preprint arXiv:1908.05659, 2019 - arxiv.org
The concepts of risk-aversion, chance-constrained optimization, and robust optimization
have developed significantly over the last decade. Statistical learning community has also …

Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming

C Ning, F You - Computers & Chemical Engineering, 2019 - Elsevier
This paper reviews recent advances in the field of optimization under uncertainty via a
modern data lens, highlights key research challenges and promise of data-driven …

[HTML][HTML] Frameworks and results in distributionally robust optimization

H Rahimian, S Mehrotra - Open Journal of Mathematical Optimization, 2022 - numdam.org
The concepts of risk aversion, chance-constrained optimization, and robust optimization
have developed significantly over the last decade. The statistical learning community has …

Data-driven chance constrained programs over Wasserstein balls

Z Chen, D Kuhn, W Wiesemann - Operations Research, 2024 - pubsonline.informs.org
We provide an exact deterministic reformulation for data-driven, chance-constrained
programs over Wasserstein balls. For individual chance constraints as well as joint chance …

[图书][B] Moment and Polynomial Optimization

J Nie - 2023 - SIAM
Moment and polynomial optimization has received high attention in recent decades. It has
beautiful theory and efficient methods, as well as broad applications for various …

Sustainable supplier selection and order allocation: Distributionally robust goal programming model and tractable approximation

R Jia, Y Liu, X Bai - Computers & Industrial Engineering, 2020 - Elsevier
A challenge of planning real-life sustainable supplier selection and order allocation (SS/OA)
problems for purchasing companies is to gather the extensive data and exact distributions of …

Ambiguous joint chance constraints under mean and dispersion information

GA Hanasusanto, V Roitch, D Kuhn… - Operations …, 2017 - pubsonline.informs.org
We study joint chance constraints where the distribution of the uncertain parameters is only
known to belong to an ambiguity set characterized by the mean and support of the …

Optimizing bike rebalancing strategies in free-floating bike-sharing systems: An enhanced distributionally robust approach

Q Chen, S Ma, H Li, N Zhu, QC He - Transportation Research Part E …, 2024 - Elsevier
Bike-sharing systems are important components of urban transportation systems that
facilitate short-distance travel. In recent years, free-floating bike-sharing systems have …

A multi-objective distributionally robust model for sustainable last mile relief network design problem

P Zhang, Y Liu, G Yang, G Zhang - Annals of operations research, 2022 - Springer
Natural disasters not only inflict massive life and economic losses but also result in
psychological damage to survivors, at times even causing social unrest. It is necessary to …

The distributionally robust chance-constrained vehicle routing problem

S Ghosal, W Wiesemann - Operations Research, 2020 - pubsonline.informs.org
We study a variant of the capacitated vehicle routing problem (CVRP), which asks for the
cost-optimal delivery of a single product to geographically dispersed customers through a …