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...
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...
Robust Optimization is a rapidly developing methodology for handling optimization problems affected by non-stochastic "uncertain-butbounded" data perturbations. In this p...
—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,...