[HTML][HTML] Distributionally robust optimization: A review on theory and applications
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 …
distributionally robust optimization (DRO). We start with reviewing the modeling power and …
[HTML][HTML] Generalized semi-infinite programming: a tutorial
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 …
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 …
inequalities or equilibrium, optimization and complementarity problems lead to the analysis …
Semi-infinite programming
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 …
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 …
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 …
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 …
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 …
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
Many real‐world design problems involve optimization of expensive black‐box functions.
Bayesian optimization (BO) is a promising approach for solving such challenging problems …
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
In this paper, we consider a nonsmooth multiobjective semi-infinite programming problem
with vanishing constraints (MOSIPVC). We introduce stationary conditions for the MOSIPVCs …
with vanishing constraints (MOSIPVC). We introduce stationary conditions for the MOSIPVCs …