IDEAS home Printed from https://ideas.repec.org/a/kap/netspa/v11y2011i1p159-191.html
   My bibliography  Save this article

Interval Uncertainty-Based Robust Optimization for Convex and Non-Convex Quadratic Programs with Applications in Network Infrastructure Planning

Author

Listed:
  • Mian Li
  • Steven Gabriel
  • Yohan Shim
  • Shapour Azarm

Abstract

No abstract is available for this item.

Suggested Citation

  • Mian Li & Steven Gabriel & Yohan Shim & Shapour Azarm, 2011. "Interval Uncertainty-Based Robust Optimization for Convex and Non-Convex Quadratic Programs with Applications in Network Infrastructure Planning," Networks and Spatial Economics, Springer, vol. 11(1), pages 159-191, March.
  • Handle: RePEc:kap:netspa:v:11:y:2011:i:1:p:159-191
    DOI: 10.1007/s11067-010-9150-7
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11067-010-9150-7
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s11067-010-9150-7?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Dimitris Bertsimas & Melvyn Sim, 2004. "The Price of Robustness," Operations Research, INFORMS, vol. 52(1), pages 35-53, February.
    2. R.H. Tütüncü & M. Koenig, 2004. "Robust Asset Allocation," Annals of Operations Research, Springer, vol. 132(1), pages 157-187, November.
    3. Gabriel, Steven A. & Faria, Jose A. & Moglen, Glenn E., 2006. "A multiobjective optimization approach to smart growth in land development," Socio-Economic Planning Sciences, Elsevier, vol. 40(3), pages 212-248, September.
    4. Zhuang, Jifang & Gabriel, Steven A., 2008. "A complementarity model for solving stochastic natural gas market equilibria," Energy Economics, Elsevier, vol. 30(1), pages 113-147, January.
    5. ,, 2000. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 16(2), pages 287-299, April.
    6. Gabriel, Steven A. & Leuthold, Florian U., 2010. "Solving discretely-constrained MPEC problems with applications in electric power markets," Energy Economics, Elsevier, vol. 32(1), pages 3-14, January.
    7. A. Ben-Tal & A. Nemirovski, 1998. "Robust Convex Optimization," Mathematics of Operations Research, INFORMS, vol. 23(4), pages 769-805, November.
    8. Steven Gabriel & Yohan Shim & Jaime Llorca & Stuart Milner, 2008. "A Multiobjective Optimization Model for Dynamic Reconfiguration of Ring Topologies with Stochastic Load," Networks and Spatial Economics, Springer, vol. 8(4), pages 419-441, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Christina Büsing & Sigrid Knust & Xuan Thanh Le, 2018. "Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(4), pages 339-365, December.
    2. Joe Naoum-Sawaya & Christoph Buchheim, 2016. "Robust Critical Node Selection by Benders Decomposition," INFORMS Journal on Computing, INFORMS, vol. 28(1), pages 162-174, February.
    3. Gabrel, Virginie & Murat, Cécile & Thiele, Aurélie, 2014. "Recent advances in robust optimization: An overview," European Journal of Operational Research, Elsevier, vol. 235(3), pages 471-483.
    4. F. Domes & A. Goldsztejn, 2017. "A branch and bound algorithm for quantified quadratic programming," Journal of Global Optimization, Springer, vol. 68(1), pages 1-22, May.
    5. Pagès-Bernaus, Adela & Pérez-Valdés, Gerardo & Tomasgard, Asgeir, 2015. "A parallelised distributed implementation of a Branch and Fix Coordination algorithm," European Journal of Operational Research, Elsevier, vol. 244(1), pages 77-85.
    6. Ming Chen & Zhi-Long Chen, 2018. "Robust Dynamic Pricing with Two Substitutable Products," Manufacturing & Service Operations Management, INFORMS, vol. 20(2), pages 249-268, May.
    7. Y. G. Melese & P. W. Heijnen & R. M. Stikkelman & P. M. Herder, 2017. "An Approach for Integrating Valuable Flexibility During Conceptual Design of Networks," Networks and Spatial Economics, Springer, vol. 17(2), pages 317-341, June.
    8. Zhaomiao Guo & Yueyue Fan, 2017. "A Stochastic Multi-agent Optimization Model for Energy Infrastructure Planning under Uncertainty in An Oligopolistic Market," Networks and Spatial Economics, Springer, vol. 17(2), pages 581-609, June.

    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.
    1. 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.
    2. Sandra Cruz Caçador & Pedro Manuel Cortesão Godinho & Joana Maria Pina Cabral Matos Dias, 2022. "A minimax regret portfolio model based on the investor’s utility loss," Operational Research, Springer, vol. 22(1), pages 449-484, March.
    3. Somayeh Moazeni & Thomas Coleman & Yuying Li, 2013. "Regularized robust optimization: the optimal portfolio execution case," Computational Optimization and Applications, Springer, vol. 55(2), pages 341-377, June.
    4. Ban Kawas & Aurelie Thiele, 2017. "Log-robust portfolio management with parameter ambiguity," Computational Management Science, Springer, vol. 14(2), pages 229-256, April.
    5. Fernandes, Betina & Street, Alexandre & Valladão, Davi & Fernandes, Cristiano, 2016. "An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets," European Journal of Operational Research, Elsevier, vol. 255(3), pages 961-970.
    6. 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.
    7. Stefan Mišković, 2017. "A VNS-LP algorithm for the robust dynamic maximal covering location problem," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 39(4), pages 1011-1033, October.
    8. M. J. Naderi & M. S. Pishvaee, 2017. "Robust bi-objective macroscopic municipal water supply network redesign and rehabilitation," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(9), pages 2689-2711, July.
    9. Mínguez, R. & García-Bertrand, R., 2016. "Robust transmission network expansion planning in energy systems: Improving computational performance," European Journal of Operational Research, Elsevier, vol. 248(1), pages 21-32.
    10. Antonio G. Martín & Manuel Díaz-Madroñero & Josefa Mula, 2020. "Master production schedule using robust optimization approaches in an automobile second-tier supplier," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(1), pages 143-166, March.
    11. Hamed Mamani & Shima Nassiri & Michael R. Wagner, 2017. "Closed-Form Solutions for Robust Inventory Management," Management Science, INFORMS, vol. 63(5), pages 1625-1643, May.
    12. Shunichi Ohmori, 2021. "A Predictive Prescription Using Minimum Volume k -Nearest Neighbor Enclosing Ellipsoid and Robust Optimization," Mathematics, MDPI, vol. 9(2), pages 1-16, January.
    13. Hanks, Robert W. & Weir, Jeffery D. & Lunday, Brian J., 2017. "Robust goal programming using different robustness echelons via norm-based and ellipsoidal uncertainty sets," European Journal of Operational Research, Elsevier, vol. 262(2), pages 636-646.
    14. Roberto Gomes de Mattos & Fabricio Oliveira & Adriana Leiras & Abdon Baptista de Paula Filho & Paulo Gonçalves, 2019. "Robust optimization of the insecticide-treated bed nets procurement and distribution planning under uncertainty for malaria prevention and control," Annals of Operations Research, Springer, vol. 283(1), pages 1045-1078, December.
    15. Soyster, A.L. & Murphy, F.H., 2013. "A unifying framework for duality and modeling in robust linear programs," Omega, Elsevier, vol. 41(6), pages 984-997.
    16. Li, Ping & Han, Yingwei & Xia, Yong, 2016. "Portfolio optimization using asymmetry robust mean absolute deviation model," Finance Research Letters, Elsevier, vol. 18(C), pages 353-362.
    17. Wang, Tian & Deng, Shiming, 2019. "Multi-Period energy procurement policies for smart-grid communities with deferrable demand and supplementary uncertain power supplies," Omega, Elsevier, vol. 89(C), pages 212-226.
    18. Kuhn, K. & Raith, A. & Schmidt, M. & Schöbel, A., 2016. "Bi-objective robust optimisation," European Journal of Operational Research, Elsevier, vol. 252(2), pages 418-431.
    19. Ashok K. Mishra & Mike G. Tsionas, 2020. "A Minimax Regret Approach to Decision Making Under Uncertainty," Journal of Agricultural Economics, Wiley Blackwell, vol. 71(3), pages 698-718, September.
    20. Hamarat, Caner & Kwakkel, Jan H. & Pruyt, Erik, 2013. "Adaptive Robust Design under deep uncertainty," Technological Forecasting and Social Change, Elsevier, vol. 80(3), pages 408-418.

    Corrections

    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:kap:netspa:v:11:y:2011:i:1:p:159-191. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.