[HTML][HTML] Distributionally robust optimization: A review on theory and applications

F Lin, X Fang, Z Gao - Numerical Algebra, Control and Optimization, 2022 - aimsciences.org
In this paper, we survey the primary research on the theory and applications of
distributionally robust optimization (DRO). We start with reviewing the modeling power and …

[HTML][HTML] Generalized semi-infinite programming: a tutorial

FG Vázquez, JJ Rückmann, O Stein, G Still - Journal of computational and …, 2008 - Elsevier
This tutorial presents an introduction to generalized semi-infinite programming (GSIP) which
in recent years became a vivid field of active research in mathematical programming. A GSIP …

[图书][B] Nonsmooth equations in optimization: regularity, calculus, methods and applications

D Klatte, B Kummer - 2002 - books.google.com
Many questions dealing with solvability, stability and solution methods for va-ational
inequalities or equilibrium, optimization and complementarity problems lead to the analysis …

Semi-infinite programming

M López, G Still - European journal of operational research, 2007 - Elsevier
A semi-infinite programming problem is an optimization problem in which finitely many
variables appear in infinitely many constraints. This model naturally arises in an abundant …

[图书][B] Bi-level strategies in semi-infinite programming

O Stein - 2003 - books.google.com
Semi-infinite optimization is a vivid field of active research. Recently semi infinite
optimization in a general form has attracted a lot of attention, not only because of its …

Cutting-set methods for robust convex optimization with pessimizing oracles

A Mutapcic, S Boyd - Optimization Methods & Software, 2009 - Taylor & Francis
We consider a general worst-case robust convex optimization problem, with arbitrary
dependence on the uncertain parameters, which are assumed to lie in some given set of …

Linear semi-infinite programming theory: An updated survey

MA Goberna, MA Lopez - European Journal of Operational Research, 2002 - Elsevier
This paper presents an state-of-the-art survey on linear semi-infinite programming theory
and its extensions (in particular, convex semi-infinite programming). This review updates a …

[HTML][HTML] Multiobjective optimization under uncertainty: A multiobjective robust (relative) regret approach

P Groetzner, R Werner - European Journal of Operational Research, 2022 - Elsevier
Consider a multiobjective decision problem with uncertainty in the objective functions, given
as a set of scenarios. In the single-criterion case, robust optimization methodology helps to …

Constrained robust Bayesian optimization of expensive noisy black‐box functions with guaranteed regret bounds

A Kudva, F Sorourifar, JA Paulson - AIChE Journal, 2022 - Wiley Online Library
Many real‐world design problems involve optimization of expensive black‐box functions.
Bayesian optimization (BO) is a promising approach for solving such challenging problems …

On strong KKT type sufficient optimality conditions for multiobjective semi-infinite programming problems with vanishing constraints

SM Guu, Y Singh, SK Mishra - Journal of Inequalities and Applications, 2017 - Springer
In this paper, we consider a nonsmooth multiobjective semi-infinite programming problem
with vanishing constraints (MOSIPVC). We introduce stationary conditions for the MOSIPVCs …