Submodularity in Conic Quadratic Mixed 0–1 Optimization
Author
Abstract
Suggested Citation
DOI: 10.1287/opre.2019.1888
Download full text from publisher
References listed on IDEAS
- Kelly J. Cormican & David P. Morton & R. Kevin Wood, 1998. "Stochastic Network Interdiction," Operations Research, INFORMS, vol. 46(2), pages 184-197, April.
- Dimitris Bertsimas & Melvyn Sim, 2004. "The Price of Robustness," Operations Research, INFORMS, vol. 52(1), pages 35-53, February.
- Edoardo Amaldi & Sandro Bosio & Federico Malucelli & Di Yuan, 2011. "Solving Nonlinear Covering Problems Arising in WLAN Design," Operations Research, INFORMS, vol. 59(1), pages 173-187, February.
- Laurent El Ghaoui & Maksim Oks & Francois Oustry, 2003. "Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach," Operations Research, INFORMS, vol. 51(4), pages 543-556, August.
- Juan José Miranda Bront & Isabel Méndez-Díaz & Gustavo Vulcano, 2009. "A Column Generation Algorithm for Choice-Based Network Revenue Management," Operations Research, INFORMS, vol. 57(3), pages 769-784, June.
- Svatopluk Poljak & Henry Wolkowicz, 1995. "Convex Relaxations of (0, 1)-Quadratic Programming," Mathematics of Operations Research, INFORMS, vol. 20(3), pages 550-561, August.
- Prokopyev, Oleg A. & Kong, Nan & Martinez-Torres, Dayna L., 2009. "The equitable dispersion problem," European Journal of Operational Research, Elsevier, vol. 197(1), pages 59-67, August.
- Alper Atamtürk & Gemma Berenguer & Zuo-Jun (Max) Shen, 2012. "A Conic Integer Programming Approach to Stochastic Joint Location-Inventory Problems," Operations Research, INFORMS, vol. 60(2), pages 366-381, April.
- Aharon Ben-Tal & Arkadi Nemirovski, 2001. "On Polyhedral Approximations of the Second-Order Cone," Mathematics of Operations Research, INFORMS, vol. 26(2), pages 193-205, May.
- Zuo-Jun Max Shen & Collette Coullard & Mark S. Daskin, 2003. "A Joint Location-Inventory Model," Transportation Science, INFORMS, vol. 37(1), pages 40-55, February.
- Leyla Ozsen & Collette R. Coullard & Mark S. Daskin, 2008. "Capacitated warehouse location model with risk pooling," Naval Research Logistics (NRL), John Wiley & Sons, vol. 55(4), pages 295-312, June.
- P. C. Gilmore & R. E. Gomory, 1963. "A Linear Programming Approach to the Cutting Stock Problem---Part II," Operations Research, INFORMS, vol. 11(6), pages 863-888, December.
- A. Ben-Tal & A. Nemirovski, 1998. "Robust Convex Optimization," Mathematics of Operations Research, INFORMS, vol. 23(4), pages 769-805, November.
- Pesenti, Raffaele & Ukovich, Walter, 2003. "Economic lot scheduling on multiple production lines with resource constraints," International Journal of Production Economics, Elsevier, vol. 81(1), pages 469-481, January.
- Ramesh Bollapragada & Uday Rao, 1999. "Single-Stage Resource Allocation and Economic Lot Scheduling on Multiple, Nonidentical Production Lines," Management Science, INFORMS, vol. 45(6), pages 889-904, June.
- Samir Elhedhli, 2006. "Service System Design with Immobile Servers, Stochastic Demand, and Congestion," Manufacturing & Service Operations Management, INFORMS, vol. 8(1), pages 92-97, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gülpınar, Nalan & Pachamanova, Dessislava & Çanakoğlu, Ethem, 2013. "Robust strategies for facility location under uncertainty," European Journal of Operational Research, Elsevier, vol. 225(1), pages 21-35.
- Guanglei Wang & Hassan Hijazi, 2018. "Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches," Computational Optimization and Applications, Springer, vol. 71(2), pages 553-608, November.
- Juan S. Borrero & Colin Gillen & Oleg A. Prokopyev, 2017. "Fractional 0–1 programming: applications and algorithms," Journal of Global Optimization, Springer, vol. 69(1), pages 255-282, September.
- Yongzhen Li & Jia Shu & Miao Song & Jiawei Zhang & Huan Zheng, 2017. "Multisourcing Supply Network Design: Two-Stage Chance-Constrained Model, Tractable Approximations, and Computational Results," INFORMS Journal on Computing, INFORMS, vol. 29(2), pages 287-300, May.
- Ho-Yin Mak & Ying Rong & Zuo-Jun Max Shen, 2013. "Infrastructure Planning for Electric Vehicles with Battery Swapping," Management Science, INFORMS, vol. 59(7), pages 1557-1575, July.
- Wenqing Chen & Melvyn Sim & Jie Sun & Chung-Piaw Teo, 2010. "From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization," Operations Research, INFORMS, vol. 58(2), pages 470-485, April.
- Zhi Chen & Melvyn Sim & Huan Xu, 2019. "Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets," Operations Research, INFORMS, vol. 67(5), pages 1328-1344, September.
- Xuejie Bai & Yankui Liu, 2016. "Robust optimization of supply chain network design in fuzzy decision system," Journal of Intelligent Manufacturing, Springer, vol. 27(6), pages 1131-1149, December.
- Beck, Yasmine & Ljubić, Ivana & Schmidt, Martin, 2023. "A survey on bilevel optimization under uncertainty," European Journal of Operational Research, Elsevier, vol. 311(2), pages 401-426.
- Steve Zymler & Daniel Kuhn & Berç Rustem, 2013. "Worst-Case Value at Risk of Nonlinear Portfolios," Management Science, INFORMS, vol. 59(1), pages 172-188, July.
- L. Jeff Hong & Zhiyuan Huang & Henry Lam, 2021. "Learning-Based Robust Optimization: Procedures and Statistical Guarantees," Management Science, INFORMS, vol. 67(6), pages 3447-3467, June.
- Aharon Ben-Tal & Dimitris Bertsimas & David B. Brown, 2010. "A Soft Robust Model for Optimization Under Ambiguity," Operations Research, INFORMS, vol. 58(4-part-2), pages 1220-1234, August.
- Wenjun Ni & Jia Shu & Miao Song & Dachuan Xu & Kaike Zhang, 2021. "A Branch-and-Price Algorithm for Facility Location with General Facility Cost Functions," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 86-104, January.
- Steffen Rebennack, 2022. "Data-driven stochastic optimization for distributional ambiguity with integrated confidence region," Journal of Global Optimization, Springer, vol. 84(2), pages 255-293, October.
- Zhi Chen & Melvyn Sim & Peng Xiong, 2020. "Robust Stochastic Optimization Made Easy with RSOME," Management Science, INFORMS, vol. 66(8), pages 3329-3339, August.
- Zhang, Bo & Yao, Tao & Friesz, Terry L. & Sun, Yuqi, 2015. "A tractable two-stage robust winner determination model for truckload service procurement via combinatorial auctions," Transportation Research Part B: Methodological, Elsevier, vol. 78(C), pages 16-31.
- Tao Yao & Supreet Mandala & Byung Chung, 2009. "Evacuation Transportation Planning Under Uncertainty: A Robust Optimization Approach," Networks and Spatial Economics, Springer, vol. 9(2), pages 171-189, June.
- Yong Liang & Mengshi Lu & Zuo‐Jun Max Shen & Runyu Tang, 2021. "Data Center Network Design for Internet‐Related Services and Cloud Computing," Production and Operations Management, Production and Operations Management Society, vol. 30(7), pages 2077-2101, July.
- Erfan Mehmanchi & Andrés Gómez & Oleg A. Prokopyev, 2019. "Fractional 0–1 programs: links between mixed-integer linear and conic quadratic formulations," Journal of Global Optimization, Springer, vol. 75(2), pages 273-339, October.
- Gianfranco Guastaroba & Gautam Mitra & M Grazia Speranza, 2011. "Investigating the effectiveness of robust portfolio optimization techniques," Journal of Asset Management, Palgrave Macmillan, vol. 12(4), pages 260-280, September.
More about this item
Keywords
polymatroid; submodularity; second-order cone; nonlinear cuts; robust optimization; assortment optimization; value at risk; interdiction; Sharpe ratio;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:oropre:v:68:y:2020:i:2:p:609-630. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.