Sciweavers

38 search results - page 1 / 8
» Distributionally Robust Optimization Under Moment Uncertaint...
Sort
View
CCE
2004
13 years 5 months ago
Optimization under uncertainty: state-of-the-art and opportunities
A large number of problems in production planning and scheduling, location, transportation, finance, and engineering design require that decisions be made in the presence of uncer...
Nikolaos V. Sahinidis
JMLR
2006
87views more  JMLR 2006»
13 years 5 months ago
Second Order Cone Programming Approaches for Handling Missing and Uncertain Data
We propose a novel second order cone programming formulation for designing robust classifiers which can handle uncertainty in observations. Similar formulations are also derived f...
Pannagadatta K. Shivaswamy, Chiranjib Bhattacharyy...
MP
2008
100views more  MP 2008»
13 years 5 months ago
Selected topics in robust convex optimization
Robust Optimization is a rapidly developing methodology for handling optimization problems affected by non-stochastic "uncertain-butbounded" data perturbations. In this p...
Aharon Ben-Tal, Arkadi Nemirovski
INFOCOM
2008
IEEE
13 years 11 months ago
Distributed Robust Optimization for Communication Networks
—Robustness of optimization models for networking problems has been an under-explored area. Yet most existing algorithms for solving robust optimization problems are centralized,...
Kai Yang, Yihong Wu, Jianwei Huang, Xiaodong Wang,...