We consider robust least-squares regression with feature-wise disturbance. We show that this formulation leads to tractable convex optimization problems, and we exhibit a particul...
—The popular criteria of optimality for quickest change detection procedures are the Lorden criterion, the Pollak criterion, and the Bayesian criterion. In this paper, a robust v...
Jayakrishnan Unnikrishnan, Venugopal V. Veeravalli...
The flow set with partial order is a mixed-integer set described by a budget on total flow and a partial order on the arcs that may carry positive flow. This set is a common substr...
Robust optimization has traditionally focused on uncertainty in data and costs in optimization problems to formulate models whose solutions will be optimal in the worstcase among ...
Kedar Dhamdhere, Vineet Goyal, R. Ravi, Mohit Sing...
Abstract. Robust Optimization (RO) is a modeling methodology, combined with computational tools, to process optimization problems in which the data are uncertain and is only known ...