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JCO
2011
63views more  JCO 2011»
8 years 6 days ago
Robust multi-sensor scheduling for multi-site surveillance
This paper presents mathematical programming techniques for solving a class of multi-sensor scheduling problems. Robust optimization problems are formulated for both deterministic ...
Nikita Boyko, Timofey Turko, Vladimir Boginski, Da...
INFOCOM
2011
IEEE
8 years 23 days ago
A robust optimization approach to backup network design with random failures
—This paper presents a scheme in which a dedicated backup network is designed to provide protection from random link failures. Upon a link failure in the primary network, traffi...
Matthew Johnston, Hyang-Won Lee, Eytan Modiano
4OR
2004
63views more  4OR 2004»
8 years 9 months ago
A note on robust 0-1 optimization with uncertain cost coefficients
Abstract. Based on the recent approach of Bertsimas and Sim (2004, 2003) to robust optimization in the presence of data uncertainty, we prove an easily computable and simple bound ...
Mustafa Ç. Pinar
MP
2006
110views more  MP 2006»
8 years 9 months ago
Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems
In this paper, we propose a new methodology for handling optimization problems with uncertain data. With the usual Robust Optimization paradigm, one looks for the decisions ensurin...
Aharon Ben-Tal, Stephen Boyd, Arkadi Nemirovski
MP
2008
100views more  MP 2008»
8 years 9 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
CORR
2010
Springer
56views Education» more  CORR 2010»
8 years 9 months ago
Theory and Applications of Robust Optimization
In this paper we survey the primary research, both theoretical and applied, in the area of Robust Optimization (RO). Our focus is on the computational attractiveness of RO approac...
Dimitris Bertsimas, David B. Brown, Constantine Ca...
CORR
2008
Springer
113views Education» more  CORR 2008»
8 years 9 months ago
Robustness, Risk, and Regularization in Support Vector Machines
We consider two new formulations for classification problems in the spirit of support vector machines based on robust optimization. Our formulations are designed to build in prote...
Huan Xu, Shie Mannor, Constantine Caramanis
COR
2008
116views more  COR 2008»
8 years 9 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
INFOCOM
2008
IEEE
9 years 3 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,...
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