Dick Den Hertog
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Stienen, Valentijn & den Hertog, Dick & Wagenaar, J.C. & de Zegher, J.F., 2022.
"Enhancing Digital Road Networks for Better Operations in Developing Countries,"
Discussion Paper
2022-014, Tilburg University, Center for Economic Research.
Cited by:
- Stienen, Valentijn & den Hertog, Dick & Wagenaar, J.C. & Zegher, J.F., 2023. "Better Routing in Developing Regions : Weather and Satellite-Informed Road Speed Prediction," Other publications TiSEM de5c3c6d-44ee-45cf-b207-c, Tilburg University, School of Economics and Management.
- Stienen, Valentijn & den Hertog, Dick & Wagenaar, J.C. & Zegher, J.F., 2023. "Better Routing in Developing Regions : Weather and Satellite-Informed Road Speed Prediction," Discussion Paper 2023-025, Tilburg University, Center for Economic Research.
- Postek, K.S. & den Hertog, D., 2016.
"Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set (Revision of CentER Discussion Paper 2014-056),"
Discussion Paper
2016-006, Tilburg University, Center for Economic Research.
Cited by:
- Dimitris Bertsimas & Iain Dunning, 2016. "Multistage Robust Mixed-Integer Optimization with Adaptive Partitions," Operations Research, INFORMS, vol. 64(4), pages 980-998, August.
- Peters, Koen & Fleuren, H.A. & den Hertog, Dick & Kavelj, Mirjana & Silva, Sergio & Goncalves, Rui & Ergun, Ozlem & Soldner, Mallory, 2016.
"The Nutritious Supply Chain : Optimizing Humanitarian Food Aid,"
Discussion Paper
2016-044, Tilburg University, Center for Economic Research.
- Peters, Koen & Fleuren, H.A. & den Hertog, Dick & Kavelj, Mirjana & Silva, Sergio & Goncalves, Rui & Ergun, Ozlem & Soldner, Mallory, 2016. "The Nutritious Supply Chain : Optimizing Humanitarian Food Aid," Other publications TiSEM 9b54e54e-29cb-430c-834e-7, Tilburg University, School of Economics and Management.
Cited by:
- Marleen Balvert & Dick den Hertog & Aswin L. Hoffmann, 2019. "Robust Optimization of Dose-Volume Metrics for Prostate HDR-Brachytherapy Incorporating Target and OAR Volume Delineation Uncertainties," INFORMS Journal on Computing, INFORMS, vol. 31(1), pages 100-114, February.
- Baharmand, Hossein & Comes, Tina & Lauras, Matthieu, 2019. "Bi-objective multi-layer location–allocation model for the immediate aftermath of sudden-onset disasters," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 127(C), pages 86-110.
- Chaurasia, Shailly & Pati, Rupesh Kumar & Padhi, Sidhartha S. & Gavirneni, Srinagesh, 2024. "Is localization better than globalization for sustainability? Evidence from the nutraceuticals industry for managing malnutrition in India," International Journal of Production Economics, Elsevier, vol. 268(C).
- Postek, Krzysztof & den Hertog, Dick & Kind, J. & Pustjens, Chris, 2016.
"Adjustable Robust Strategies for Flood Protection,"
Discussion Paper
2016-038, Tilburg University, Center for Economic Research.
Cited by:
- Yanıkoğlu, İhsan & Gorissen, Bram L. & den Hertog, Dick, 2019. "A survey of adjustable robust optimization," European Journal of Operational Research, Elsevier, vol. 277(3), pages 799-813.
- Zhen, Jianzhe & den Hertog, Dick, 2015.
"Robust Solutions for Systems of Uncertain Linear Equations,"
Discussion Paper
2015-044, Tilburg University, Center for Economic Research.
Cited by:
- Zhen, J. & den Hertog, D., 2015. "Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection," Other publications TiSEM 4a51526e-c7f0-436f-aeaa-f, Tilburg University, School of Economics and Management.
- Jianzhe Zhen & Dick den Hertog, 2018. "Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection," INFORMS Journal on Computing, INFORMS, vol. 30(1), pages 31-42, February.
- Zhen, J. & den Hertog, D., 2015.
"Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection,"
Discussion Paper
2015-004, Tilburg University, Center for Economic Research.
Cited by:
- Jianzhe Zhen & Dick Hertog, 2017. "Centered solutions for uncertain linear equations," Computational Management Science, Springer, vol. 14(4), pages 585-610, October.
- de Ruiter, Frans, 2018. "Primal and dual approaches to adjustable robust optimization," Other publications TiSEM 4ce224f3-d9fc-4283-b5a6-4, Tilburg University, School of Economics and Management.
- Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Discussion Paper 2015-044, Tilburg University, Center for Economic Research.
- Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick & Vial, J.P., 2015.
"Globalized Robust Optimization for Nonlinear Uncertain Inequalities,"
Discussion Paper
2015-031, Tilburg University, Center for Economic Research.
- Aharon Ben-Tal & Ruud Brekelmans & Dick den Hertog & Jean-Philippe Vial, 2017. "Globalized Robust Optimization for Nonlinear Uncertain Inequalities," INFORMS Journal on Computing, INFORMS, vol. 29(2), pages 350-366, May.
- Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick & Vial, J.P., 2015. "Globalized Robust Optimization for Nonlinear Uncertain Inequalities," Other publications TiSEM 05c1b5b6-5b26-46f6-bd3a-a, Tilburg University, School of Economics and Management.
Cited by:
- Wang, Jinpei & Bai, Xuejie & Liu, Yankui, 2023. "Globalized robust bilevel optimization model for hazmat transport network design considering reliability," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
- Alireza Ghahtarani & Ahmed Saif & Alireza Ghasemi, 2022. "Robust portfolio selection problems: a comprehensive review," Operational Research, Springer, vol. 22(4), pages 3203-3264, September.
- Qinghe Sun & Li Chen & Mabel C. Chou & Qiang Meng, 2023. "Mitigating the financial risk behind emission cap compliance: A case in maritime transportation," Production and Operations Management, Production and Operations Management Society, vol. 32(1), pages 283-300, January.
- Feng Liu & Zhi Chen & Shuming Wang, 2023. "Globalized Distributionally Robust Counterpart," INFORMS Journal on Computing, INFORMS, vol. 35(5), pages 1120-1142, September.
- Ernst Roos & Dick den Hertog, 2020. "Reducing Conservatism in Robust Optimization," INFORMS Journal on Computing, INFORMS, vol. 32(4), pages 1109-1127, October.
- Roos, Ernst & den Hertog, Dick, 2019. "Reducing conservatism in robust optimization," Other publications TiSEM ad0238cd-de7a-4366-b487-b, Tilburg University, School of Economics and Management.
- Alireza Ghahtarani & Ahmed Saif & Alireza Ghasemi, 2021. "Robust Portfolio Selection Problems: A Comprehensive Review," Papers 2103.13806, arXiv.org, revised Jan 2022.
- Shuming Wang & Yan-Fu Li & Tong Jia, 2020. "Distributionally Robust Design for Redundancy Allocation," INFORMS Journal on Computing, INFORMS, vol. 32(3), pages 620-640, July.
- Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015.
"Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information,"
Discussion Paper
2015-030, Tilburg University, Center for Economic Research.
Cited by:
- Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Discussion Paper 2015-044, Tilburg University, Center for Economic Research.
- Liu, Yongchao & Xu, Huifu & Yang, Shu-Jung Sunny & Zhang, Jin, 2018. "Distributionally robust equilibrium for continuous games: Nash and Stackelberg models," European Journal of Operational Research, Elsevier, vol. 265(2), pages 631-643.
- Weijun Xie & Shabbir Ahmed, 2018. "Distributionally robust simple integer recourse," Computational Management Science, Springer, vol. 15(3), pages 351-367, October.
- Postek, Krzysztof & Romeijnders, Ward & den Hertog, Dick & van der Vlerk, Maartne H., 2016. "Efficient Methods for Several Classes of Ambiguous Stochastic Programming Problems under Mean-MAD Information," Discussion Paper 2016-039, Tilburg University, Center for Economic Research.
- Grani A. Hanasusanto & Vladimir Roitch & Daniel Kuhn & Wolfram Wiesemann, 2017. "Ambiguous Joint Chance Constraints Under Mean and Dispersion Information," Operations Research, INFORMS, vol. 65(3), pages 751-767, June.
- Wang, Yu & Zhang, Yu & Tang, Jiafu, 2019. "A distributionally robust optimization approach for surgery block allocation," European Journal of Operational Research, Elsevier, vol. 273(2), pages 740-753.
- Postek, Krzysztof & Romeijnders, Ward & den Hertog, Dick & van der Vlerk, Maartne H., 2016. "Efficient Methods for Several Classes of Ambiguous Stochastic Programming Problems under Mean-MAD Information," Other publications TiSEM a03f895f-b941-41a9-84e0-b, Tilburg University, School of Economics and Management.
- Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Other publications TiSEM d072bdb9-4168-4522-90d8-1, Tilburg University, School of Economics and Management.
- Antonio J. Conejo & Nicholas G. Hall & Daniel Zhuoyu Long & Runhao Zhang, 2021. "Robust Capacity Planning for Project Management," INFORMS Journal on Computing, INFORMS, vol. 33(4), pages 1533-1550, October.
- de Ruiter, F.J.C.T. & Ben-Tal, A. & Brekelmans, R.C.M. & den Hertog, D., 2014.
"Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data,"
Discussion Paper
2014-003, Tilburg University, Center for Economic Research.
- de Ruiter, F.J.C.T. & Ben-Tal, A. & Brekelmans, R.C.M. & den Hertog, D., 2014. "Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data," Other publications TiSEM 9aa3440c-dc5a-4468-b892-1, Tilburg University, School of Economics and Management.
Cited by:
- Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Other publications TiSEM d718e419-a375-4707-b206-e, Tilburg University, School of Economics and Management.
- Michal Melamed & Aharon Ben-Tal & Boaz Golany, 2016. "On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty," Computational Management Science, Springer, vol. 13(2), pages 293-315, April.
- Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Discussion Paper 2015-030, Tilburg University, Center for Economic Research.
- Postek, K.S. & den Hertog, D. & Melenberg, B., 2014.
"Tractable Counterparts of Distributionally Robust Constraints on Risk Measures,"
Discussion Paper
2014-031, Tilburg University, Center for Economic Research.
Cited by:
- Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Other publications TiSEM d718e419-a375-4707-b206-e, Tilburg University, School of Economics and Management.
- Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Discussion Paper 2015-030, Tilburg University, Center for Economic Research.
- Postek, K.S. & den Hertog, D., 2014.
"Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set,"
Discussion Paper
2014-056, Tilburg University, Center for Economic Research.
Cited by:
- Josette Ayoub & Michael Poss, 2016. "Decomposition for adjustable robust linear optimization subject to uncertainty polytope," Computational Management Science, Springer, vol. 13(2), pages 219-239, April.
- Chen, Tengpeng & Cao, Yuhao & Qing, Xinlin & Zhang, Jingrui & Sun, Yuhao & Amaratunga, Gehan A.J., 2022. "Multi-energy microgrid robust energy management with a novel decision-making strategy," Energy, Elsevier, vol. 239(PA).
- Dimitris Bertsimas & Iain Dunning, 2016. "Multistage Robust Mixed-Integer Optimization with Adaptive Partitions," Operations Research, INFORMS, vol. 64(4), pages 980-998, August.
- Dimitris Bertsimas & Angelos Georghiou, 2015. "Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization," Operations Research, INFORMS, vol. 63(3), pages 610-627, June.
- Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013.
"Adjustable Robust Parameter Design with Unknown Distributions,"
Discussion Paper
2013-022, Tilburg University, Center for Economic Research.
- Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013. "Adjustable Robust Parameter Design with Unknown Distributions," Other publications TiSEM 47fec228-1ffe-4803-8e97-5, Tilburg University, School of Economics and Management.
Cited by:
- Kleijnen, Jack P.C., 2014.
"Response Surface Methodology,"
Other publications TiSEM
7f9f17ee-db7f-4041-a686-d, Tilburg University, School of Economics and Management.
- Jack P. C. Kleijnen, 2015. "Response Surface Methodology," International Series in Operations Research & Management Science, in: Michael C Fu (ed.), Handbook of Simulation Optimization, edition 127, chapter 0, pages 81-104, Springer.
- Kleijnen, Jack P.C., 2014. "Response Surface Methodology," Discussion Paper 2014-013, Tilburg University, Center for Economic Research.
- Gorissen, B.L., 2014. "Practical robust optimization techniques and improved inverse planning of HDR brachytherapy," Other publications TiSEM 931e020a-2486-4e12-9731-3, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C., 2013.
"Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064),"
Discussion Paper
2013-064, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C., 2013. "Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)," Other publications TiSEM 6ac4e049-ad86-447f-aeec-a, Tilburg University, School of Economics and Management.
- Bram L. Gorissen, 2015. "Robust Fractional Programming," Journal of Optimization Theory and Applications, Springer, vol. 166(2), pages 508-528, August.
- Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012.
"A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets,"
Discussion Paper
2012-076, Tilburg University, Center for Economic Research.
- Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012. "A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets," Other publications TiSEM e4c05682-e13c-4d1a-bc3f-a, Tilburg University, School of Economics and Management.
Cited by:
- 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.
- Postek, K.S. & den Hertog, D., 2014. "Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set," Discussion Paper 2014-056, Tilburg University, Center for Economic Research.
- Gorissen, B.L. & den Hertog, D., 2012.
"Approximating the Pareto Set of Multiobjective Linear Programs via Robust Optimization,"
Discussion Paper
2012-031, Tilburg University, Center for Economic Research.
Cited by:
- Feng Guo & Liguo Jiao, 2023. "A new scheme for approximating the weakly efficient solution set of vector rational optimization problems," Journal of Global Optimization, Springer, vol. 86(4), pages 905-930, August.
- Jae Hyoung Lee & Nithirat Sisarat & Liguo Jiao, 2021. "Multi-objective convex polynomial optimization and semidefinite programming relaxations," Journal of Global Optimization, Springer, vol. 80(1), pages 117-138, May.
- Dan A. Iancu & Nikolaos Trichakis, 2014. "Pareto Efficiency in Robust Optimization," Management Science, INFORMS, vol. 60(1), pages 130-147, January.
- Chahim, M. & Brekelmans, R.C.M. & den Hertog, D. & Kort, P.M., 2012.
"An Impulse Control Approach to Dike Height Optimization (Revised version of CentER DP 2011-097),"
Discussion Paper
2012-079, Tilburg University, Center for Economic Research.
- Chahim, M. & Brekelmans, R.C.M. & den Hertog, D. & Kort, P.M., 2012. "An Impulse Control Approach to Dike Height Optimization (Revised version of CentER DP 2011-097)," Other publications TiSEM 3c3300f1-03c8-45b2-9fb6-4, Tilburg University, School of Economics and Management.
Cited by:
- Grames, Johanna & Prskawetz, Alexia & Grass, Dieter & Viglione, Alberto & Blöschl, Günter, 2015.
"Modelling the interaction between flooding events and economic growth,"
ECON WPS - Working Papers in Economic Theory and Policy
04/2015, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
- Grames, Johanna & Prskawetz, Alexia & Grass, Dieter & Viglione, Alberto & Blöschl, Günter, 2016. "Modeling the interaction between flooding events and economic growth," Ecological Economics, Elsevier, vol. 129(C), pages 193-209.
- Peter Zwaneveld & Gerard Verweij, 2018. "Economic Decision Problems in Multi-Level Flood Prevention: a new graph-based approach used for real world applications," CPB Discussion Paper 380, CPB Netherlands Bureau for Economic Policy Analysis.
- Peter Zwaneveld & Gerard Verweij, 2014. "Safe Dike Heights at Minimal Costs: An Integer Programming Approach," CPB Discussion Paper 277, CPB Netherlands Bureau for Economic Policy Analysis.
- Ben-Tal, A. & den Hertog, D. & Vial, J.P., 2012.
"Deriving Robust Counterparts of Nonlinear Uncertain Inequalities,"
Discussion Paper
2012-053, Tilburg University, Center for Economic Research.
Cited by:
- de Ruiter, F.J.C.T. & Ben-Tal, A. & Brekelmans, R.C.M. & den Hertog, D., 2014.
"Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data,"
Discussion Paper
2014-003, Tilburg University, Center for Economic Research.
- de Ruiter, F.J.C.T. & Ben-Tal, A. & Brekelmans, R.C.M. & den Hertog, D., 2014. "Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data," Other publications TiSEM 9aa3440c-dc5a-4468-b892-1, Tilburg University, School of Economics and Management.
- Soleimanian, Azam & Salmani Jajaei, Ghasemali, 2013. "Robust nonlinear optimization with conic representable uncertainty set," European Journal of Operational Research, Elsevier, vol. 228(2), pages 337-344.
- Postek, K.S. & den Hertog, D. & Melenberg, B., 2014. "Tractable Counterparts of Distributionally Robust Constraints on Risk Measures," Other publications TiSEM c3a1df3e-f338-4989-806a-d, Tilburg University, School of Economics and Management.
- Postek, K.S. & den Hertog, D. & Melenberg, B., 2014. "Tractable Counterparts of Distributionally Robust Constraints on Risk Measures," Discussion Paper 2014-031, Tilburg University, Center for Economic Research.
- Yanikoglu, I. & den Hertog, D., 2011. "Safe Approximations of Chance Constraints Using Historical Data," Discussion Paper 2011-137, Tilburg University, Center for Economic Research.
- 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.
- Gorissen, Bram L. & den Hertog, Dick, 2013. "Robust counterparts of inequalities containing sums of maxima of linear functions," European Journal of Operational Research, Elsevier, vol. 227(1), pages 30-43.
- Frans J. C. T. Ruiter & Aharon Ben-Tal & Ruud C. M. Brekelmans & Dick Hertog, 2017.
"Robust optimization of uncertain multistage inventory systems with inexact data in decision rules,"
Computational Management Science, Springer, vol. 14(1), pages 45-66, January.
- de Ruiter, Frans & Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick, 2016. "Robust optimization of uncertain multistage inventory systems with inexact data in decision rules," Other publications TiSEM fc2ce516-9c34-4389-830f-f, Tilburg University, School of Economics and Management.
- Postek, K.S. & den Hertog, D., 2014. "Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set," Discussion Paper 2014-056, Tilburg University, Center for Economic Research.
- Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013.
"Adjustable Robust Parameter Design with Unknown Distributions,"
Discussion Paper
2013-022, Tilburg University, Center for Economic Research.
- Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013. "Adjustable Robust Parameter Design with Unknown Distributions," Other publications TiSEM 47fec228-1ffe-4803-8e97-5, Tilburg University, School of Economics and Management.
- Postek, K.S. & den Hertog, D., 2016. "Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set (Revision of CentER Discussion Paper 2014-056)," Discussion Paper 2016-006, Tilburg University, Center for Economic Research.
- Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012.
"A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets,"
Discussion Paper
2012-076, Tilburg University, Center for Economic Research.
- Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012. "A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets," Other publications TiSEM e4c05682-e13c-4d1a-bc3f-a, Tilburg University, School of Economics and Management.
- Gorissen, B.L. & den Hertog, D., 2011. "Robust Counterparts of Inequalities Containing Sums of Maxima of Linear Functions," Discussion Paper 2011-115, Tilburg University, Center for Economic Research.
- Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick & Vial, J.P., 2015.
"Globalized Robust Optimization for Nonlinear Uncertain Inequalities,"
Other publications TiSEM
05c1b5b6-5b26-46f6-bd3a-a, Tilburg University, School of Economics and Management.
- Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick & Vial, J.P., 2015. "Globalized Robust Optimization for Nonlinear Uncertain Inequalities," Discussion Paper 2015-031, Tilburg University, Center for Economic Research.
- Aharon Ben-Tal & Ruud Brekelmans & Dick den Hertog & Jean-Philippe Vial, 2017. "Globalized Robust Optimization for Nonlinear Uncertain Inequalities," INFORMS Journal on Computing, INFORMS, vol. 29(2), pages 350-366, May.
- Lanah Evers & Twan Dollevoet & Ana Barros & Herman Monsuur, 2014. "Robust UAV mission planning," Annals of Operations Research, Springer, vol. 222(1), pages 293-315, November.
- de Ruiter, F.J.C.T. & Ben-Tal, A. & Brekelmans, R.C.M. & den Hertog, D., 2014.
"Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data,"
Discussion Paper
2014-003, Tilburg University, Center for Economic Research.
- Ben-Tal, A. & den Hertog, D. & De Waegenaere, A.M.B. & Melenberg, B. & Rennen, G., 2011.
"Robust Solutions of Optimization Problems Affected by Uncertain Probabilities,"
Discussion Paper
2011-061, Tilburg University, Center for Economic Research.
- Aharon Ben-Tal & Dick den Hertog & Anja De Waegenaere & Bertrand Melenberg & Gijs Rennen, 2013. "Robust Solutions of Optimization Problems Affected by Uncertain Probabilities," Management Science, INFORMS, vol. 59(2), pages 341-357, April.
Cited by:
- Branger, Nicole & Mahayni, Antje & Zieling, Daniel, 2015. "Robustness of stable volatility strategies," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 134-151.
- Dimitris Bertsimas & Shimrit Shtern & Bradley Sturt, 2023. "A Data-Driven Approach to Multistage Stochastic Linear Optimization," Management Science, INFORMS, vol. 69(1), pages 51-74, January.
- Wang, Changjun & Chen, Shutong, 2020. "A distributionally robust optimization for blood supply network considering disasters," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 134(C).
- 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.
- Wang, Jinpei & Bai, Xuejie & Liu, Yankui, 2023. "Globalized robust bilevel optimization model for hazmat transport network design considering reliability," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
- Corlu, Canan G. & Akcay, Alp & Xie, Wei, 2020. "Stochastic simulation under input uncertainty: A Review," Operations Research Perspectives, Elsevier, vol. 7(C).
- David Blake & Marco Morales & Wenjun Zhu & Ken Seng Tan & Chou-Wen Wang, 2017.
"Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 477-493, April.
- David Blake & Marco Morales, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 273-277, April.
- David Blake & Marco Morales & Hua Chen & Richard D. MacMinn & Tao Sun, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 393-415, April.
- David Blake & Marco Morales & Hong Li & Anja Waegenaere & Bertrand Melenberg, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 459-475, April.
- David Blake & Marco Morales & Kenneth Q. Zhou & Johnny Siu-Hang Li, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 417-437, April.
- David Blake & Marco Morales & Jing Ai & Patrick L. Brockett & Linda L. Golden & Wei Zhu, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 319-343, April.
- David Blake & Marco Morales & Yijia Lin & Richard D. MacMinn & Ruilin Tian & Jifeng Yu, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 345-365, April.
- David Blake & Marco Morales & Richard D. MacMinn & Nan Zhu, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 439-458, April.
- David Blake & Marco Morales & David Blake & Marco Morales, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 279-297, April.
- David Blake & Marco Morales & Andreas Milidonis & Maria Efthymiou, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 495-514, April.
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- Luo, Fengqiao & Mehrotra, Sanjay, 2019. "Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models," European Journal of Operational Research, Elsevier, vol. 278(1), pages 20-35.
- Cheng, Chun & Yu, Qinxiao & Adulyasak, Yossiri & Rousseau, Louis-Martin, 2024. "Distributionally robust facility location with uncertain facility capacity and customer demand," Omega, Elsevier, vol. 122(C).
- Bram L. Gorissen & Hans Blanc & Dick den Hertog & Aharon Ben-Tal, 2014. "Technical Note---Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets," Operations Research, INFORMS, vol. 62(3), pages 672-679, June.
- Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Discussion Paper 2015-030, Tilburg University, Center for Economic Research.
- Kamyar Kargar & Halil Ibrahim Bayrak & Mustafa Çelebi Pinar, 2018. "Robust bilateral trade with discrete types," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(4), pages 367-393, December.
- Wei Liu & Li Yang & Bo Yu, 2021. "KDE distributionally robust portfolio optimization with higher moment coherent risk," Annals of Operations Research, Springer, vol. 307(1), pages 363-397, December.
- Ben-Tal, A. & den Hertog, D. & Laurent, M., 2011.
"Hidden Convexity in Partially Separable Optimization,"
Discussion Paper
2011-070, Tilburg University, Center for Economic Research.
Cited by:
- Ben-Tal, A. & den Hertog, D. & Vial, J.P., 2012. "Deriving Robust Counterparts of Nonlinear Uncertain Inequalities," Other publications TiSEM 130bc0dc-cebe-40dc-8da9-a, Tilburg University, School of Economics and Management.
- Yanıkoğlu, İhsan & Gorissen, Bram L. & den Hertog, Dick, 2019. "A survey of adjustable robust optimization," European Journal of Operational Research, Elsevier, vol. 277(3), pages 799-813.
- Ben-Tal, A. & den Hertog, D. & Vial, J.P., 2012. "Deriving Robust Counterparts of Nonlinear Uncertain Inequalities," Discussion Paper 2012-053, Tilburg University, Center for Economic Research.
- Gorissen, B.L. & den Hertog, D., 2011.
"Robust Counterparts of Inequalities Containing Sums of Maxima of Linear Functions,"
Discussion Paper
2011-115, Tilburg University, Center for Economic Research.
Cited by:
- Soleimanian, Azam & Salmani Jajaei, Ghasemali, 2013. "Robust nonlinear optimization with conic representable uncertainty set," European Journal of Operational Research, Elsevier, vol. 228(2), pages 337-344.
- Gorissen, Bram L. & Yanıkoğlu, İhsan & den Hertog, Dick, 2015. "A practical guide to robust optimization," Omega, Elsevier, vol. 53(C), pages 124-137.
- Yanikoglu, I. & den Hertog, D., 2011.
"Safe Approximations of Chance Constraints Using Historical Data,"
Discussion Paper
2011-137, Tilburg University, Center for Economic Research.
Cited by:
- Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013.
"Adjustable Robust Parameter Design with Unknown Distributions,"
Discussion Paper
2013-022, Tilburg University, Center for Economic Research.
- Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013. "Adjustable Robust Parameter Design with Unknown Distributions," Other publications TiSEM 47fec228-1ffe-4803-8e97-5, Tilburg University, School of Economics and Management.
- Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013.
"Adjustable Robust Parameter Design with Unknown Distributions,"
Discussion Paper
2013-022, Tilburg University, Center for Economic Research.
- Ben-Tal, A. & den Hertog, D., 2011.
"Immunizing Conic Quadratic Optimization Problems Against Implementation Errors,"
Discussion Paper
2011-060, Tilburg University, Center for Economic Research.
Cited by:
- Jornada, Daniel & Leon, V. Jorge, 2016. "Biobjective robust optimization over the efficient set for Pareto set reduction," European Journal of Operational Research, Elsevier, vol. 252(2), pages 573-586.
- Ben-Tal, A. & den Hertog, D. & Vial, J.P., 2012. "Deriving Robust Counterparts of Nonlinear Uncertain Inequalities," Other publications TiSEM 130bc0dc-cebe-40dc-8da9-a, Tilburg University, School of Economics and Management.
- Rahal, Said & Papageorgiou, Dimitri J. & Li, Zukui, 2021. "Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1014-1030.
- 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.
- Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Other publications TiSEM d718e419-a375-4707-b206-e, Tilburg University, School of Economics and Management.
- Ben-Tal, A. & den Hertog, D. & Laurent, M., 2011. "Hidden Convexity in Partially Separable Optimization," Other publications TiSEM 56b82c13-ee8f-4072-be97-f, Tilburg University, School of Economics and Management.
- Ben-Tal, A. & den Hertog, D. & Vial, J.P., 2012. "Deriving Robust Counterparts of Nonlinear Uncertain Inequalities," Discussion Paper 2012-053, Tilburg University, Center for Economic Research.
- Ben-Tal, A. & den Hertog, D. & Laurent, M., 2011. "Hidden Convexity in Partially Separable Optimization," Discussion Paper 2011-070, Tilburg University, Center for Economic Research.
- Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Discussion Paper 2015-030, Tilburg University, Center for Economic Research.
- Rennen, G. & van Dam, E.R. & den Hertog, D., 2009.
"Enhancement of Sandwich Algorithms for Approximating Higher Dimensional Convex Pareto Sets,"
Discussion Paper
2009-52, Tilburg University, Center for Economic Research.
Cited by:
- Gorissen, B.L. & den Hertog, D., 2012. "Approximating the Pareto Set of Multiobjective Linear Programs via Robust Optimization," Discussion Paper 2012-031, Tilburg University, Center for Economic Research.
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2009.
"Nested Maximin Latin Hypercube Designs,"
Discussion Paper
2009-06, Tilburg University, Center for Economic Research.
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2010. "Nested maximin Latin hypercube designs," Other publications TiSEM 7f0703e8-06bc-45b4-886c-3, Tilburg University, School of Economics and Management.
Cited by:
- Weiyan Mu & Chengxin Liu & Shifeng Xiong, 2023. "Nested Maximum Entropy Designs for Computer Experiments," Mathematics, MDPI, vol. 11(16), pages 1-12, August.
- van Dam, E.R. & Husslage, B.G.M. & den Hertog, D., 2004.
"One-Dimensional Nested Maximin Designs,"
Discussion Paper
2004-66, Tilburg University, Center for Economic Research.
- van Dam, E.R. & Husslage, B.G.M. & den Hertog, D., 2010. "One-dimensional nested maximin designs," Other publications TiSEM cf47da9c-59f8-4533-a845-8, Tilburg University, School of Economics and Management.
- Edwin Dam & Bart Husslage & Dick Hertog, 2010. "One-dimensional nested maximin designs," Journal of Global Optimization, Springer, vol. 46(2), pages 287-306, February.
- Jin Xu & Jiajie Chen & Peter Z. G. Qian, 2015. "Sequentially Refined Latin Hypercube Designs: Reusing Every Point," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1696-1706, December.
- van Dam, E.R., 2008. "Two-dimensional maximin Latin hypercube designs," Other publications TiSEM 61788dd1-b1b5-4c81-9151-8, Tilburg University, School of Economics and Management.
- Hao Chen & Yan Zhang & Xue Yang, 2021. "Uniform projection nested Latin hypercube designs," Statistical Papers, Springer, vol. 62(4), pages 2031-2045, August.
- Shields, Michael D. & Teferra, Kirubel & Hapij, Adam & Daddazio, Raymond P., 2015. "Refined Stratified Sampling for efficient Monte Carlo based uncertainty quantification," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 310-325.
- Razmi, Afshin & Rahbar, Morteza & Bemanian, Mohammadreza, 2022. "PCA-ANN integrated NSGA-III framework for dormitory building design optimization: Energy efficiency, daylight, and thermal comfort," Applied Energy, Elsevier, vol. 305(C).
- Chen, Ray-Bing & Hsu, Yen-Wen & Hung, Ying & Wang, Weichung, 2014. "Discrete particle swarm optimization for constructing uniform design on irregular regions," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 282-297.
- Husslage, B.G.M. & Rennen, G. & van Dam, E.R. & den Hertog, D., 2011. "Space-filling Latin hypercube designs for computer experiments," Other publications TiSEM 694f73df-a373-46a7-aa4d-1, Tilburg University, School of Economics and Management.
- Peyman Bahrami & Farzan Sahari Moghaddam & Lesley A. James, 2022. "A Review of Proxy Modeling Highlighting Applications for Reservoir Engineering," Energies, MDPI, vol. 15(14), pages 1-32, July.
- Ray-Bing Chen & Ying-Chao Hung & Weichung Wang & Sung-Wei Yen, 2013. "Contour estimation via two fidelity computer simulators under limited resources," Computational Statistics, Springer, vol. 28(4), pages 1813-1834, August.
- Husslage, B.G.M. & Rennen, G. & van Dam, E.R. & den Hertog, D., 2008.
"Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18),"
Discussion Paper
2008-104, Tilburg University, Center for Economic Research.
Cited by:
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2010.
"Nested maximin Latin hypercube designs,"
Other publications TiSEM
7f0703e8-06bc-45b4-886c-3, Tilburg University, School of Economics and Management.
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2009. "Nested Maximin Latin Hypercube Designs," Discussion Paper 2009-06, Tilburg University, Center for Economic Research.
- van Dam, E.R. & Rennen, G. & Husslage, B.G.M., 2007.
"Bounds for Maximin Latin Hypercube Designs,"
Discussion Paper
2007-16, Tilburg University, Center for Economic Research.
- van Dam, E.R. & Rennen, G. & Husslage, B.G.M., 2009. "Bounds for maximin Latin hypercube designs," Other publications TiSEM f556d9e2-e3b9-42db-96ee-9, Tilburg University, School of Economics and Management.
- Edwin R. van Dam & Gijs Rennen & Bart Husslage, 2009. "Bounds for Maximin Latin Hypercube Designs," Operations Research, INFORMS, vol. 57(3), pages 595-608, June.
- A. Jourdan & J. Franco, 2010. "Optimal Latin hypercube designs for the Kullback–Leibler criterion," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(4), pages 341-351, December.
- János Pintér & Zoltán Horváth, 2013. "Integrated experimental design and nonlinear optimization to handle computationally expensive models under resource constraints," Journal of Global Optimization, Springer, vol. 57(1), pages 191-215, September.
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2010.
"Nested maximin Latin hypercube designs,"
Other publications TiSEM
7f0703e8-06bc-45b4-886c-3, Tilburg University, School of Economics and Management.
- Blanc, J.P.C. & den Hertog, D., 2008.
"On Markov Chains with Uncertain Data,"
Discussion Paper
2008-50, Tilburg University, Center for Economic Research.
- Blanc, J.P.C. & den Hertog, D., 2008. "On Markov Chains with Uncertain Data," Other publications TiSEM b44dfb0a-1676-4ce3-8d16-f, Tilburg University, School of Economics and Management.
Cited by:
- Jianzhe Zhen & Dick Hertog, 2017. "Centered solutions for uncertain linear equations," Computational Management Science, Springer, vol. 14(4), pages 585-610, October.
- Zhen, Jianzhe & den Hertog, Dick, 2016. "Centered Solutions for Uncertain Linear Equations (revision of CentER DP 2015-044)," Discussion Paper 2016-048, Tilburg University, Center for Economic Research.
- Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Discussion Paper 2015-044, Tilburg University, Center for Economic Research.
- Zhen, Jianzhe & den Hertog, Dick, 2016. "Centered Solutions for Uncertain Linear Equations (revision of CentER DP 2015-044)," Other publications TiSEM 297fa3b1-5290-48b5-bbc0-0, Tilburg University, School of Economics and Management.
- Villacorta, Pablo J. & Verdegay, José L., 2016. "FuzzyStatProb: An R Package for the Estimation of Fuzzy Stationary Probabilities from a Sequence of Observations of an Unknown Markov Chain," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 71(i08).
- Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012.
"A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets,"
Discussion Paper
2012-076, Tilburg University, Center for Economic Research.
- Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012. "A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets," Other publications TiSEM e4c05682-e13c-4d1a-bc3f-a, Tilburg University, School of Economics and Management.
- Zhen, Jianzhe & den Hertog, Dick, 2017. "Centered solutions for uncertain linear equations," Other publications TiSEM e625bf4d-40d2-4a94-be66-6, Tilburg University, School of Economics and Management.
- Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Other publications TiSEM d072bdb9-4168-4522-90d8-1, Tilburg University, School of Economics and Management.
- Bram L. Gorissen & Hans Blanc & Dick den Hertog & Aharon Ben-Tal, 2014. "Technical Note---Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets," Operations Research, INFORMS, vol. 62(3), pages 672-679, June.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2007.
"A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations,"
Discussion Paper
2007-67, Tilburg University, Center for Economic Research.
Cited by:
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2005. "Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing," Discussion Paper 2005-132, Tilburg University, Center for Economic Research.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2006.
"The Effect of Transformations on the Approximation of Univariate (Convex) Functions with Applications to Pareto Curves,"
Discussion Paper
2006-66, Tilburg University, Center for Economic Research.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2006. "The Effect of Transformations on the Approximation of Univariate (Convex) Functions with Applications to Pareto Curves," Other publications TiSEM 6a6f7eff-fa7e-4531-84e1-6, Tilburg University, School of Economics and Management.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2008. "The effect of transformations on the approximation of univariate (convex) functions with applications to Pareto curves," European Journal of Operational Research, Elsevier, vol. 189(2), pages 347-362, September.
- Siem, A.Y.D., 2008. "Property preservation and quality measures in meta-models," Other publications TiSEM 259d3ed2-1a23-48fe-8af8-2, Tilburg University, School of Economics and Management.
- Siem, A.Y.D. & den Hertog, D., 2007.
"Kriging Models That Are Robust With Respect to Simulation Errors,"
Discussion Paper
2007-68, Tilburg University, Center for Economic Research.
Cited by:
- Rennen, G., 2008. "Subset Selection from Large Datasets for Kriging Modeling," Other publications TiSEM 9dfe6396-1933-45c0-b4e3-5, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2007.
"Kriging Metamodeling in Simulation : A Review,"
Other publications TiSEM
29d6926e-c381-4b58-ae58-8, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C., 2009. "Kriging metamodeling in simulation: A review," European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
- Kleijnen, J.P.C., 2007. "Kriging Metamodeling in Simulation : A Review," Discussion Paper 2007-13, Tilburg University, Center for Economic Research.
- Siem, A.Y.D., 2008. "Property preservation and quality measures in meta-models," Other publications TiSEM 259d3ed2-1a23-48fe-8af8-2, Tilburg University, School of Economics and Management.
- Rennen, G., 2008. "Subset Selection from Large Datasets for Kriging Modeling," Discussion Paper 2008-26, Tilburg University, Center for Economic Research.
- Driessen, L. & Brekelmans, R.C.M. & Gerichhausen, M. & Hamers, H.J.M. & den Hertog, D., 2006.
"Why Methods for Optimization Problems with Time-Consuming Function Evaluations and Integer Variables Should Use Global Approximation Models,"
Discussion Paper
2006-4, Tilburg University, Center for Economic Research.
- Driessen, L. & Brekelmans, R.C.M. & Gerichhausen, M. & Hamers, H.J.M. & den Hertog, D., 2006. "Why Methods for Optimization Problems with Time-Consuming Function Evaluations and Integer Variables Should Use Global Approximation Models," Other publications TiSEM 45a73d28-9fed-4b4c-a909-1, Tilburg University, School of Economics and Management.
Cited by:
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008.
"Constrained Optimization in Simulation : A Novel Approach,"
Discussion Paper
2008-95, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2010. "Constrained optimization in simulation : A novel approach," Other publications TiSEM b3655866-b593-4854-a4fd-5, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Other publications TiSEM e49ba0fc-853c-4a13-b564-d, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & Beers, Wim van & Nieuwenhuyse, Inneke van, 2010. "Constrained optimization in expensive simulation: Novel approach," European Journal of Operational Research, Elsevier, vol. 202(1), pages 164-174, April.
- de Klerk, E. & Elfadul, G.E.E. & den Hertog, D., 2006.
"Optimization of Univariate Functions on Bounded Intervals by Interpolation and Semidefinite Programming,"
Discussion Paper
2006-26, Tilburg University, Center for Economic Research.
Cited by:
- Ivanov, I.D. & de Klerk, E., 2007. "Parallel Implementation of a Semidefinite Programming Solver based on CSDP in a distributed memory cluster," Other publications TiSEM 9b41ff5e-2808-4d12-a58c-0, Tilburg University, School of Economics and Management.
- de Klerk, E. & den Hertog, D. & Elfadul, G.E.E., 2005.
"On the Complexity of Optimization over the Standard Simplex,"
Discussion Paper
2005-125, Tilburg University, Center for Economic Research.
- de Klerk, E. & den Hertog, D. & Elabwabi, G., 2008. "On the complexity of optimization over the standard simplex," European Journal of Operational Research, Elsevier, vol. 191(3), pages 773-785, December.
- Hayato Waki & Maho Nakata & Masakazu Muramatsu, 2012. "Strange behaviors of interior-point methods for solving semidefinite programming problems in polynomial optimization," Computational Optimization and Applications, Springer, vol. 53(3), pages 823-844, December.
- Laurent, M., 2009. "Sums of squares, moment matrices and optimization over polynomials," Other publications TiSEM 9fef820b-69d2-43f2-a501-e, Tilburg University, School of Economics and Management.
- Ivanov, I.D. & de Klerk, E., 2007. "Parallel Implementation of a Semidefinite Programming Solver based on CSDP in a distributed memory cluster," Discussion Paper 2007-20, Tilburg University, Center for Economic Research.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2006.
"The Effect of Transformations on the Approximation of Univariate (Convex) Functions with Applications to Pareto Curves,"
Discussion Paper
2006-66, Tilburg University, Center for Economic Research.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2008. "The effect of transformations on the approximation of univariate (convex) functions with applications to Pareto curves," European Journal of Operational Research, Elsevier, vol. 189(2), pages 347-362, September.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2006. "The Effect of Transformations on the Approximation of Univariate (Convex) Functions with Applications to Pareto Curves," Other publications TiSEM 6a6f7eff-fa7e-4531-84e1-6, Tilburg University, School of Economics and Management.
Cited by:
- Siem, A.Y.D., 2008. "Property preservation and quality measures in meta-models," Other publications TiSEM 259d3ed2-1a23-48fe-8af8-2, Tilburg University, School of Economics and Management.
- Rennen, G. & van Dam, E.R. & den Hertog, D., 2009. "Enhancement of Sandwich Algorithms for Approximating Higher Dimensional Convex Pareto Sets," Discussion Paper 2009-52, Tilburg University, Center for Economic Research.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2007. "A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations," Discussion Paper 2007-67, Tilburg University, Center for Economic Research.
- Hoffmann, A.L. & Siem, A.Y.D. & den Hertog, D. & Kaanders, J.H.A.M. & Huizenga, H., 2008. "Convex reformulation of biologically-based multi-crtiteria intensity-modulated radiation therapy optimization including fractionation effects," Other publications TiSEM a5430d1f-6b88-43ba-af32-6, Tilburg University, School of Economics and Management.
- Rennen, G. & van Dam, E.R. & den Hertog, D., 2009. "Enhancement of Sandwich Algorithms for Approximating Higher Dimensional Convex Pareto Sets," Other publications TiSEM e2255959-6691-4ef1-88a4-5, Tilburg University, School of Economics and Management.
- de Klerk, E. & den Hertog, D. & Elfadul, G.E.E., 2005.
"On the Complexity of Optimization over the Standard Simplex,"
Discussion Paper
2005-125, Tilburg University, Center for Economic Research.
- de Klerk, E. & den Hertog, D. & Elabwabi, G., 2008. "On the complexity of optimization over the standard simplex," European Journal of Operational Research, Elsevier, vol. 191(3), pages 773-785, December.
Cited by:
- James Chok & Geoffrey M. Vasil, 2023. "Convex optimization over a probability simplex," Papers 2305.09046, arXiv.org.
- Immanuel Bomze & Stefan Gollowitzer & E. Yıldırım, 2014. "Rounding on the standard simplex: regular grids for global optimization," Journal of Global Optimization, Springer, vol. 59(2), pages 243-258, July.
- Titi, Jihad & Garloff, Jürgen, 2017. "Matrix methods for the simplicial Bernstein representation and for the evaluation of multivariate polynomials," Applied Mathematics and Computation, Elsevier, vol. 315(C), pages 246-258.
- Tareq Hamadneh & Hassan Al-Zoubi & Saleh Ali Alomari, 2020. "Fast Computation of Polynomial Data Points Over Simplicial Face Values," Journal of Information & Knowledge Management (JIKM), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-13, March.
- Sadek, Lakhlifa & Bataineh, Ahmad Sami & Isik, Osman Rasit & Alaoui, Hamad Talibi & Hashim, Ishak, 2023. "A numerical approach based on Bernstein collocation method: Application to differential Lyapunov and Sylvester matrix equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 212(C), pages 475-488.
- van Dam, E.R. & Husslage, B.G.M. & den Hertog, D. & Melissen, H., 2005.
"Maximin Latin Hypercube Designs in Two Dimensions,"
Discussion Paper
2005-8, Tilburg University, Center for Economic Research.
- Edwin R. van Dam & Bart Husslage & Dick den Hertog & Hans Melissen, 2007. "Maximin Latin Hypercube Designs in Two Dimensions," Operations Research, INFORMS, vol. 55(1), pages 158-169, February.
- van Dam, E.R. & den Hertog, D. & Husslage, B.G.M. & Melissen, H., 2007. "Maximin Latin hypercube designs in two dimensions," Other publications TiSEM b4eb1336-e9d8-441a-ac87-0, Tilburg University, School of Economics and Management.
Cited by:
- Ivo Couckuyt & Dirk Deschrijver & Tom Dhaene, 2014. "Fast calculation of multiobjective probability of improvement and expected improvement criteria for Pareto optimization," Journal of Global Optimization, Springer, vol. 60(3), pages 575-594, November.
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2010.
"Nested maximin Latin hypercube designs,"
Other publications TiSEM
7f0703e8-06bc-45b4-886c-3, Tilburg University, School of Economics and Management.
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2009. "Nested Maximin Latin Hypercube Designs," Discussion Paper 2009-06, Tilburg University, Center for Economic Research.
- Rennen, G., 2008. "Subset Selection from Large Datasets for Kriging Modeling," Other publications TiSEM 9dfe6396-1933-45c0-b4e3-5, Tilburg University, School of Economics and Management.
- van Dam, E.R. & Rennen, G. & Husslage, B.G.M., 2007.
"Bounds for Maximin Latin Hypercube Designs,"
Discussion Paper
2007-16, Tilburg University, Center for Economic Research.
- van Dam, E.R. & Rennen, G. & Husslage, B.G.M., 2009. "Bounds for maximin Latin hypercube designs," Other publications TiSEM f556d9e2-e3b9-42db-96ee-9, Tilburg University, School of Economics and Management.
- Edwin R. van Dam & Gijs Rennen & Bart Husslage, 2009. "Bounds for Maximin Latin Hypercube Designs," Operations Research, INFORMS, vol. 57(3), pages 595-608, June.
- HARCSA Imre Milán & KOVÁCS Sándor & NÁBRÁDI András, 2020. "Economic Analysis Of Subcontract Distilleries By Simulation Modeling Method," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 50-63, July.
- Jing Zhang & Jin Xu & Kai Jia & Yimin Yin & Zhengming Wang, 2019. "Optimal Sliced Latin Hypercube Designs with Slices of Arbitrary Run Sizes," Mathematics, MDPI, vol. 7(9), pages 1-16, September.
- Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2005. "Nested Maximin Latin Hypercube Designs in Two Dimensions," Discussion Paper 2005-79, Tilburg University, Center for Economic Research.
- van Dam, E.R. & Rennen, G. & Husslage, B.G.M., 2007. "Bounds for Maximin Latin Hypercube Designs," Other publications TiSEM da0c15be-f18e-474e-b557-f, Tilburg University, School of Economics and Management.
- Mu, Weiyan & Xiong, Shifeng, 2018. "A class of space-filling designs and their projection properties," Statistics & Probability Letters, Elsevier, vol. 141(C), pages 129-134.
- Stinstra, E., 2006. "The meta-model approach for simulation-based design optimization," Other publications TiSEM 713f828a-4716-4a19-af00-e, Tilburg University, School of Economics and Management.
- Edwin R. van Dam & Bart Husslage & Dick den Hertog & Hans Melissen, 2007.
"Maximin Latin Hypercube Designs in Two Dimensions,"
Operations Research, INFORMS, vol. 55(1), pages 158-169, February.
- van Dam, E.R. & Husslage, B.G.M. & den Hertog, D. & Melissen, H., 2005. "Maximin Latin Hypercube Designs in Two Dimensions," Discussion Paper 2005-8, Tilburg University, Center for Economic Research.
- van Dam, E.R. & den Hertog, D. & Husslage, B.G.M. & Melissen, H., 2007. "Maximin Latin hypercube designs in two dimensions," Other publications TiSEM b4eb1336-e9d8-441a-ac87-0, Tilburg University, School of Economics and Management.
- Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2005. "Nested Maximin Latin Hypercube Designs in Two Dimensions," Other publications TiSEM 3e013144-3e4c-460c-96bc-1, Tilburg University, School of Economics and Management.
- van Dam, E.R. & Husslage, B.G.M. & den Hertog, D., 2004.
"One-Dimensional Nested Maximin Designs,"
Discussion Paper
2004-66, Tilburg University, Center for Economic Research.
- van Dam, E.R. & Husslage, B.G.M. & den Hertog, D., 2010. "One-dimensional nested maximin designs," Other publications TiSEM cf47da9c-59f8-4533-a845-8, Tilburg University, School of Economics and Management.
- Edwin Dam & Bart Husslage & Dick Hertog, 2010. "One-dimensional nested maximin designs," Journal of Global Optimization, Springer, vol. 46(2), pages 287-306, February.
- Crombecq, K. & Laermans, E. & Dhaene, T., 2011. "Efficient space-filling and non-collapsing sequential design strategies for simulation-based modeling," European Journal of Operational Research, Elsevier, vol. 214(3), pages 683-696, November.
- Husslage, B.G.M. & Rennen, G. & van Dam, E.R. & den Hertog, D., 2008. "Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)," Other publications TiSEM 1b5d18c7-b66f-4a9f-838c-b, Tilburg University, School of Economics and Management.
- van Dam, E.R., 2008. "Two-dimensional maximin Latin hypercube designs," Other publications TiSEM 61788dd1-b1b5-4c81-9151-8, Tilburg University, School of Economics and Management.
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2009. "Nested Maximin Latin Hypercube Designs," Other publications TiSEM 1c504ec0-f357-42d2-9c92-9, Tilburg University, School of Economics and Management.
- Prescott, Philip, 2009. "Orthogonal-column Latin hypercube designs with small samples," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1191-1200, February.
- Liuqing Yang & Yongdao Zhou & Min-Qian Liu, 2021. "Maximin distance designs based on densest packings," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(5), pages 615-634, July.
- Siem, A.Y.D. & den Hertog, D., 2007. "Kriging Models That Are Robust With Respect to Simulation Errors," Discussion Paper 2007-68, Tilburg University, Center for Economic Research.
- Husslage, B.G.M. & Rennen, G. & van Dam, E.R. & den Hertog, D., 2008. "Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)," Discussion Paper 2008-104, Tilburg University, Center for Economic Research.
- Rennen, G., 2008. "Subset Selection from Large Datasets for Kriging Modeling," Discussion Paper 2008-26, Tilburg University, Center for Economic Research.
- Siem, A.Y.D. & den Hertog, D., 2007. "Kriging Models That Are Robust With Respect to Simulation Errors," Other publications TiSEM fe73dc8b-20d6-4f50-95eb-f, Tilburg University, School of Economics and Management.
- Xiangjing Lai & Jin-Kao Hao & Renbin Xiao & Fred Glover, 2023. "Perturbation-Based Thresholding Search for Packing Equal Circles and Spheres," INFORMS Journal on Computing, INFORMS, vol. 35(4), pages 725-746, July.
- Grosso, A. & Jamali, A.R.M.J.U. & Locatelli, M., 2009. "Finding maximin latin hypercube designs by Iterated Local Search heuristics," European Journal of Operational Research, Elsevier, vol. 197(2), pages 541-547, September.
- Tonghui Pang & Yan Wang & Jian-Feng Yang, 2022. "Asymptotically optimal maximin distance Latin hypercube designs," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(4), pages 405-418, May.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2005.
"Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing,"
Discussion Paper
2005-132, Tilburg University, Center for Economic Research.
Cited by:
- Siem, A.Y.D., 2008. "Property preservation and quality measures in meta-models," Other publications TiSEM 259d3ed2-1a23-48fe-8af8-2, Tilburg University, School of Economics and Management.
- Néstor Aguilera & Liliana Forzani & Pedro Morin, 2011. "On uniform consistent estimators for convex regression," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(4), pages 897-908.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2007. "A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations," Discussion Paper 2007-67, Tilburg University, Center for Economic Research.
- Siem, A.Y.D. & de Klerk, E. & den Hertog, D., 2005.
"Discrete Least-norm Approximation by Nonnegative (Trigonomtric) Polynomials and Rational Functions,"
Discussion Paper
2005-73, Tilburg University, Center for Economic Research.
Cited by:
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2005. "Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing," Other publications TiSEM ad31ef2c-fc29-46c1-9b8f-6, Tilburg University, School of Economics and Management.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2005. "Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing," Discussion Paper 2005-132, Tilburg University, Center for Economic Research.
- Stinstra, E., 2006. "The meta-model approach for simulation-based design optimization," Other publications TiSEM 713f828a-4716-4a19-af00-e, Tilburg University, School of Economics and Management.
- Siem, A.Y.D., 2008. "Property preservation and quality measures in meta-models," Other publications TiSEM 259d3ed2-1a23-48fe-8af8-2, Tilburg University, School of Economics and Management.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2007. "A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations," Other publications TiSEM a3afe119-3957-4700-a895-4, Tilburg University, School of Economics and Management.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2007. "A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations," Discussion Paper 2007-67, Tilburg University, Center for Economic Research.
- Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2005.
"Nested Maximin Latin Hypercube Designs in Two Dimensions,"
Discussion Paper
2005-79, Tilburg University, Center for Economic Research.
Cited by:
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2010.
"Nested maximin Latin hypercube designs,"
Other publications TiSEM
7f0703e8-06bc-45b4-886c-3, Tilburg University, School of Economics and Management.
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2009. "Nested Maximin Latin Hypercube Designs," Discussion Paper 2009-06, Tilburg University, Center for Economic Research.
- Stinstra, E., 2006. "The meta-model approach for simulation-based design optimization," Other publications TiSEM 713f828a-4716-4a19-af00-e, Tilburg University, School of Economics and Management.
- Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2005. "Nested Maximin Latin Hypercube Designs in Two Dimensions," Other publications TiSEM 3e013144-3e4c-460c-96bc-1, Tilburg University, School of Economics and Management.
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2009. "Nested Maximin Latin Hypercube Designs," Other publications TiSEM 1c504ec0-f357-42d2-9c92-9, Tilburg University, School of Economics and Management.
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2010.
"Nested maximin Latin hypercube designs,"
Other publications TiSEM
7f0703e8-06bc-45b4-886c-3, Tilburg University, School of Economics and Management.
- Stinstra, E. & den Hertog, D., 2005.
"Robust Optimization Using Computer Experiments,"
Discussion Paper
2005-90, Tilburg University, Center for Economic Research.
- Stinstra, Erwin & den Hertog, Dick, 2008. "Robust optimization using computer experiments," European Journal of Operational Research, Elsevier, vol. 191(3), pages 816-837, December.
Cited by:
- Ouyang, Linhan & Ma, Yizhong & Wang, Jianjun & Tu, Yiliu, 2017. "A new loss function for multi-response optimization with model parameter uncertainty and implementation errors," European Journal of Operational Research, Elsevier, vol. 258(2), pages 552-563.
- Harris, Richard D F & Stoja, Evarist & Tan, Linzhi, 2016.
"The dynamic Black-Litterman approach to asset allocation,"
Bank of England working papers
596, Bank of England.
- Harris, Richard D.F. & Stoja, Evarist & Tan, Linzhi, 2017. "The dynamic Black–Litterman approach to asset allocation," European Journal of Operational Research, Elsevier, vol. 259(3), pages 1085-1096.
- Siem, A.Y.D., 2008. "Property preservation and quality measures in meta-models," Other publications TiSEM 259d3ed2-1a23-48fe-8af8-2, Tilburg University, School of Economics and Management.
- Gabriele Eichfelder & Corinna Krüger & Anita Schöbel, 2017. "Decision uncertainty in multiobjective optimization," Journal of Global Optimization, Springer, vol. 69(2), pages 485-510, October.
- Koubaa, Rayhane & Bacha, Seddik & Smaoui, Mariem & krichen, Lotfi, 2020. "Robust optimization based energy management of a fuel cell/ultra-capacitor hybrid electric vehicle under uncertainty," Energy, Elsevier, vol. 200(C).
- Han Men & Robert M. Freund & Ngoc C. Nguyen & Joel Saa-Seoane & Jaime Peraire, 2014. "Fabrication-Adaptive Optimization with an Application to Photonic Crystal Design," Operations Research, INFORMS, vol. 62(2), pages 418-434, April.
- Siem, A.Y.D. & den Hertog, D., 2007. "Kriging Models That Are Robust With Respect to Simulation Errors," Discussion Paper 2007-68, Tilburg University, Center for Economic Research.
- Ben-Tal, A. & den Hertog, D., 2011. "Immunizing Conic Quadratic Optimization Problems Against Implementation Errors," Discussion Paper 2011-060, Tilburg University, Center for Economic Research.
- Fajemisin, Adejuyigbe O. & Maragno, Donato & den Hertog, Dick, 2024. "Optimization with constraint learning: A framework and survey," European Journal of Operational Research, Elsevier, vol. 314(1), pages 1-14.
- Dimitris Bertsimas & Omid Nohadani & Kwong Meng Teo, 2010. "Robust Optimization for Unconstrained Simulation-Based Problems," Operations Research, INFORMS, vol. 58(1), pages 161-178, February.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009.
"Robust Optimization in Simulation : Taguchi and Krige Combined,"
Discussion Paper
2009-82, Tilburg University, Center for Economic Research.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009. "Robust Optimization in Simulation : Taguchi and Krige Combined," Other publications TiSEM d919b893-db2b-4d97-a392-4, Tilburg University, School of Economics and Management.
- Ben-Tal, A. & den Hertog, D., 2011. "Immunizing Conic Quadratic Optimization Problems Against Implementation Errors," Other publications TiSEM 9f3fba48-8501-4ec8-9241-5, Tilburg University, School of Economics and Management.
- He, Zhen & Zhu, Peng-Fei & Park, Sung-Hyun, 2012. "A robust desirability function method for multi-response surface optimization considering model uncertainty," European Journal of Operational Research, Elsevier, vol. 221(1), pages 241-247.
- Huang, Dashan & Zhu, Shushang & Fabozzi, Frank J. & Fukushima, Masao, 2010. "Portfolio selection under distributional uncertainty: A relative robust CVaR approach," European Journal of Operational Research, Elsevier, vol. 203(1), pages 185-194, May.
- van Dam, E.R. & Husslage, B.G.M. & den Hertog, D., 2004.
"One-Dimensional Nested Maximin Designs,"
Discussion Paper
2004-66, Tilburg University, Center for Economic Research.
- Edwin Dam & Bart Husslage & Dick Hertog, 2010. "One-dimensional nested maximin designs," Journal of Global Optimization, Springer, vol. 46(2), pages 287-306, February.
- van Dam, E.R. & Husslage, B.G.M. & den Hertog, D., 2010. "One-dimensional nested maximin designs," Other publications TiSEM cf47da9c-59f8-4533-a845-8, Tilburg University, School of Economics and Management.
Cited by:
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2010.
"Nested maximin Latin hypercube designs,"
Other publications TiSEM
7f0703e8-06bc-45b4-886c-3, Tilburg University, School of Economics and Management.
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2009. "Nested Maximin Latin Hypercube Designs," Discussion Paper 2009-06, Tilburg University, Center for Economic Research.
- Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2005. "Nested Maximin Latin Hypercube Designs in Two Dimensions," Discussion Paper 2005-79, Tilburg University, Center for Economic Research.
- Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2005. "Nested Maximin Latin Hypercube Designs in Two Dimensions," Other publications TiSEM 3e013144-3e4c-460c-96bc-1, Tilburg University, School of Economics and Management.
- Grishagin, Vladimir & Israfilov, Ruslan & Sergeyev, Yaroslav, 2018. "Convergence conditions and numerical comparison of global optimization methods based on dimensionality reduction schemes," Applied Mathematics and Computation, Elsevier, vol. 318(C), pages 270-280.
- Hao Chen & Yan Zhang & Xue Yang, 2021. "Uniform projection nested Latin hypercube designs," Statistical Papers, Springer, vol. 62(4), pages 2031-2045, August.
- Vieira Jr., Hélcio & Sanchez, Susan & Kienitz, Karl Heinz & Belderrain, Mischel Carmen Neyra, 2011. "Generating and improving orthogonal designs by using mixed integer programming," European Journal of Operational Research, Elsevier, vol. 215(3), pages 629-638, December.
- János Pintér & Zoltán Horváth, 2013. "Integrated experimental design and nonlinear optimization to handle computationally expensive models under resource constraints," Journal of Global Optimization, Springer, vol. 57(1), pages 191-215, September.
- den Hertog, D. & Kleijnen, J.P.C. & Siem, A.Y.D., 2004.
"The Correct Kriging Variance Estimated by Bootstrapping,"
Discussion Paper
2004-46, Tilburg University, Center for Economic Research.
- D den Hertog & J P C Kleijnen & A Y D Siem, 2006. "The correct Kriging variance estimated by bootstrapping," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(4), pages 400-409, April.
- den Hertog, D. & Kleijnen, J.P.C. & Siem, A.Y.D., 2004. "The Correct Kriging Variance Estimated by Bootstrapping," Other publications TiSEM 00a66547-3e9a-4ccf-8c7b-8, Tilburg University, School of Economics and Management.
Cited by:
- Jack Kleijnen & Wim Beers & Inneke Nieuwenhuyse, 2012. "Expected improvement in efficient global optimization through bootstrapped kriging," Journal of Global Optimization, Springer, vol. 54(1), pages 59-73, September.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2011.
"Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62,"
Discussion Paper
2011-015, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2011. "Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62," Other publications TiSEM d3b15c46-27c4-493e-8c53-9, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008.
"Constrained Optimization in Simulation : A Novel Approach,"
Discussion Paper
2008-95, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2010. "Constrained optimization in simulation : A novel approach," Other publications TiSEM b3655866-b593-4854-a4fd-5, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Other publications TiSEM e49ba0fc-853c-4a13-b564-d, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & Mehdad, E., 2013. "Conditional simulation for efficient global optimization," Other publications TiSEM 52e4860d-9887-4a63-b19a-7, Tilburg University, School of Economics and Management.
- J P C Kleijnen & W C M van Beers, 2013.
"Monotonicity-preserving bootstrapped Kriging metamodels for expensive simulations,"
Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(5), pages 708-717, May.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2013. "Monotonicity-preserving bootstrapped kriging metamodels for expensive simulations," Other publications TiSEM 6b0d8c68-19f5-485b-b3e2-9, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2009. "Monotonicity-Preserving Bootstrapped Kriging Metamodels for Expensive Simulations," Discussion Paper 2009-75, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2009. "Monotonicity-Preserving Bootstrapped Kriging Metamodels for Expensive Simulations," Other publications TiSEM 59d5c29b-25a3-4af9-921f-b, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & Mehdad, E., 2014.
"Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039),"
Other publications TiSEM
8a096696-f700-4cbe-9474-c, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & Mehdad, E., 2014. "Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)," Discussion Paper 2014-012, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & Mehdad, E., 2012.
"Kriging in Multi-response Simulation, including a Monte Carlo Laboratory (Replaced by 2014-012),"
Discussion Paper
2012-039, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & Mehdad, E., 2012. "Kriging in Multi-response Simulation, including a Monte Carlo Laboratory (Replaced by 2014-012)," Other publications TiSEM cf311469-5f8c-4c1e-ad4f-6, Tilburg University, School of Economics and Management.
- Stinstra, Erwin & den Hertog, Dick, 2008.
"Robust optimization using computer experiments,"
European Journal of Operational Research, Elsevier, vol. 191(3), pages 816-837, December.
- Stinstra, E. & den Hertog, D., 2005. "Robust Optimization Using Computer Experiments," Discussion Paper 2005-90, Tilburg University, Center for Economic Research.
- Stinstra, E., 2006. "The meta-model approach for simulation-based design optimization," Other publications TiSEM 713f828a-4716-4a19-af00-e, Tilburg University, School of Economics and Management.
- Stinstra, E. & den Hertog, D., 2005. "Robust Optimization Using Computer Experiments," Other publications TiSEM 69d6e378-c9f9-44e8-9602-f, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2009.
"Sensitivity Analysis of Simulation Models,"
Discussion Paper
2009-11, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2009. "Sensitivity Analysis of Simulation Models," Other publications TiSEM 2016cf94-0329-4aa0-a4ea-4, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2007.
"Kriging Metamodeling in Simulation : A Review,"
Other publications TiSEM
29d6926e-c381-4b58-ae58-8, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C., 2009. "Kriging metamodeling in simulation: A review," European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
- Kleijnen, J.P.C., 2007. "Kriging Metamodeling in Simulation : A Review," Discussion Paper 2007-13, Tilburg University, Center for Economic Research.
- P. Pedone & G. Vicario & D. Romano, 2009. "Kriging‐based sequential inspection plans for coordinate measuring machines," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(2), pages 133-149, March.
- Mehdad, E. & Kleijnen, Jack P.C., 2014.
"Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038),"
Discussion Paper
2014-076, Tilburg University, Center for Economic Research.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)," Other publications TiSEM 4915047b-afe4-4fc7-8a1c-4, Tilburg University, School of Economics and Management.
- Hernandez, Andres F. & Grover, Martha A., 2013. "Error estimation properties of Gaussian process models in stochastic simulations," European Journal of Operational Research, Elsevier, vol. 228(1), pages 131-140.
- Kleijnen, Jack P.C., 2013.
"Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064),"
Discussion Paper
2013-064, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C., 2013. "Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)," Other publications TiSEM 6ac4e049-ad86-447f-aeec-a, Tilburg University, School of Economics and Management.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2004.
"Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping,"
Other publications TiSEM
372530d0-3a48-43c5-a91a-4, Tilburg University, School of Economics and Management.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2005. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM 893d38f9-8ca5-42ae-9737-6, Tilburg University, School of Economics and Management.
- van Beers, Wim C.M. & Kleijnen, Jack P.C., 2008. "Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping," European Journal of Operational Research, Elsevier, vol. 186(3), pages 1099-1113, May.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2004. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper 2004-63, Tilburg University, Center for Economic Research.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2005. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper 2005-55, Tilburg University, Center for Economic Research.
- Kleijnen, Jack & van Beers, W.C.M., 2019.
"Statistical Tests for Cross-Validation of Kriging Models,"
Discussion Paper
2019-022, Tilburg University, Center for Economic Research.
- Jack P. C. Kleijnen & Wim C. M. van Beers, 2022. "Statistical Tests for Cross-Validation of Kriging Models," INFORMS Journal on Computing, INFORMS, vol. 34(1), pages 607-621, January.
- Kleijnen, Jack & van Beers, W.C.M., 2019. "Statistical Tests for Cross-Validation of Kriging Models," Other publications TiSEM 35fba511-2931-47d5-a9ba-3, Tilburg University, School of Economics and Management.
- Liu, Heping & Shi, Jing & Erdem, Ergin, 2010. "Prediction of wind speed time series using modified Taylor Kriging method," Energy, Elsevier, vol. 35(12), pages 4870-4879.
- Zhang, Wei & (Ato) Xu, Wangtu, 2017. "Simulation-based robust optimization for the schedule of single-direction bus transit route: The design of experiment," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 106(C), pages 203-230.
- Dellino, G. & Lino, P. & Meloni, C. & Rizzo, A., 2009. "Kriging metamodel management in the design optimization of a CNG injection system," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2345-2360.
- Bing Wang & Jiaqiao Hu, 2018. "Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings," INFORMS Journal on Computing, INFORMS, vol. 30(2), pages 278-294, May.
- Wang, Jinsheng & Xu, Guoji & Li, Yongle & Kareem, Ahsan, 2022. "AKSE: A novel adaptive Kriging method combining sampling region scheme and error-based stopping criterion for structural reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 219(C).
- Felipe Viana & Raphael Haftka & Layne Watson, 2013. "Efficient global optimization algorithm assisted by multiple surrogate techniques," Journal of Global Optimization, Springer, vol. 56(2), pages 669-689, June.
- Kleijnen, Jack P.C. & Mehdad, Ehsan, 2014. "Multivariate versus univariate Kriging metamodels for multi-response simulation models," European Journal of Operational Research, Elsevier, vol. 236(2), pages 573-582.
- Kleijnen, Jack P.C. & Beers, Wim van & Nieuwenhuyse, Inneke van, 2010. "Constrained optimization in expensive simulation: Novel approach," European Journal of Operational Research, Elsevier, vol. 202(1), pages 164-174, April.
- den Boef, E. & den Hertog, D., 2004.
"Efficient Line Searching for Convex Functions,"
Discussion Paper
2004-52, Tilburg University, Center for Economic Research.
Cited by:
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2005. "Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing," Other publications TiSEM ad31ef2c-fc29-46c1-9b8f-6, Tilburg University, School of Economics and Management.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2005. "Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing," Discussion Paper 2005-132, Tilburg University, Center for Economic Research.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2007. "A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations," Discussion Paper 2007-67, Tilburg University, Center for Economic Research.
- Husslage, B.G.M. & van Dam, E.R. & den Hertog, D. & Stehouwer, H.P. & Stinstra, E., 2003.
"Coordination of Coupled Black Box Simulations in the Construction of Metamodels,"
Discussion Paper
2003-2, Tilburg University, Center for Economic Research.
Cited by:
- Rennen, G., 2008. "Subset Selection from Large Datasets for Kriging Modeling," Other publications TiSEM 9dfe6396-1933-45c0-b4e3-5, Tilburg University, School of Economics and Management.
- Rennen, G., 2008. "Subset Selection from Large Datasets for Kriging Modeling," Discussion Paper 2008-26, Tilburg University, Center for Economic Research.
- Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2003.
"Gradient Estimation Schemes for Noisy Functions,"
Discussion Paper
2003-12, Tilburg University, Center for Economic Research.
- R. C. M. Brekelmans & L. T. Driessen & H. J. M. Hamers & D. den. Hertog, 2005. "Gradient Estimation Schemes for Noisy Functions," Journal of Optimization Theory and Applications, Springer, vol. 126(3), pages 529-551, September.
- Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2003. "Gradient Estimation Schemes for Noisy Functions," Other publications TiSEM 4aa4fd63-80d9-4989-89a8-0, Tilburg University, School of Economics and Management.
Cited by:
- Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2008.
"Gradient estimation using Lagrange interpolation polynomials,"
Other publications TiSEM
f089ae6a-d7c2-4863-a52d-a, Tilburg University, School of Economics and Management.
- Hamers, H.J.M. & Brekelmans, R.C.M. & Driessen, L. & den Hertog, D., 2003. "Gradient Estimation using Lagrange Interpolation Polynomials," Other publications TiSEM dfad278e-da66-4b83-8755-4, Tilburg University, School of Economics and Management.
- Hamers, H.J.M. & Brekelmans, R.C.M. & Driessen, L. & den Hertog, D., 2003. "Gradient Estimation using Lagrange Interpolation Polynomials," Discussion Paper 2003-101, Tilburg University, Center for Economic Research.
- R. C. M. Brekelmans & L. T. Driessen & H. J. M. Hamers & D. Hertog, 2008. "Gradient Estimation Using Lagrange Interpolation Polynomials," Journal of Optimization Theory and Applications, Springer, vol. 136(3), pages 341-357, March.
- Angun, M.E., 2004. "Black box simulation optimization : Generalized response surface methodology," Other publications TiSEM 2548e953-54ce-44e2-8c5b-7, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E., 2002.
"Response Surface Methodology's Steepest Ascent and Step Size Revisited,"
Discussion Paper
2002-64, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P. C. & den Hertog, Dick & Angun, Ebru, 2004. "Response surface methodology's steepest ascent and step size revisited," European Journal of Operational Research, Elsevier, vol. 159(1), pages 121-131, November.
- Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E., 2002. "Response Surface Methodology's Steepest Ascent and Step Size Revisited," Other publications TiSEM 44a5bc64-49e5-47f5-abe7-3, Tilburg University, School of Economics and Management.
Cited by:
- Kleijnen, J.P.C., 2006.
"Generalized Response Surface Methodology : A New Metaheuristic,"
Other publications TiSEM
9a11fb77-d2e1-4c6e-8bba-0, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2006. "Generalized Response Surface Methodology : A New Metaheuristic," Discussion Paper 2006-77, Tilburg University, Center for Economic Research.
- Soonhui Lee & Tito Homem-de-Mello & Anton Kleywegt, 2012. "Newsvendor-type models with decision-dependent uncertainty," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 76(2), pages 189-221, October.
- Pourmohammadi, Pardis & Saif, Ahmed, 2023. "Robust metamodel-based simulation-optimization approaches for designing hybrid renewable energy systems," Applied Energy, Elsevier, vol. 341(C).
- Kleijnen, Jack P.C. & den Hertog, Dick & Angun, Ebru, 2006. "Response surface methodology's steepest ascent and step size revisited: Correction," European Journal of Operational Research, Elsevier, vol. 170(2), pages 664-666, April.
- Kleijnen, Jack P.C. & Beers, Wim van & Nieuwenhuyse, Inneke van, 2010. "Constrained optimization in expensive simulation: Novel approach," European Journal of Operational Research, Elsevier, vol. 202(1), pages 164-174, April.
- Angun, M.E. & Gürkan, G. & den Hertog, D. & Kleijnen, J.P.C., 2002. "Response surface methodology revisited," Other publications TiSEM 32c35a04-3de9-4dee-a242-6, Tilburg University, School of Economics and Management.
- Angun, M.E., 2004. "Black box simulation optimization : Generalized response surface methodology," Other publications TiSEM 2548e953-54ce-44e2-8c5b-7, Tilburg University, School of Economics and Management.
- Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2001.
"Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach,"
Discussion Paper
2001-87, Tilburg University, Center for Economic Research.
- Brekelmans, Ruud & Driessen, Lonneke & Hamers, Herbert & den Hertog, Dick, 2005. "Constrained optimization involving expensive function evaluations: A sequential approach," European Journal of Operational Research, Elsevier, vol. 160(1), pages 121-138, January.
- Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2001. "Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach," Other publications TiSEM c94095bf-9069-47e6-b77e-5, Tilburg University, School of Economics and Management.
Cited by:
- ten Eikelder, S.C.M. & van Amerongen, J.H.M., 2023. "Resource allocation problems with expensive function evaluations," European Journal of Operational Research, Elsevier, vol. 306(3), pages 1170-1185.
- Driessen, L. & Brekelmans, R.C.M. & Hamers, H.J.M. & den Hertog, D., 2001.
"On D-Optimality Based Trust Regions for Black-Box Optimization Problems,"
Other publications TiSEM
dcde83b3-cab6-48bd-b94d-7, Tilburg University, School of Economics and Management.
- Driessen, L. & Brekelmans, R.C.M. & Hamers, H.J.M. & den Hertog, D., 2001. "On D-Optimality Based Trust Regions for Black-Box Optimization Problems," Discussion Paper 2001-69, Tilburg University, Center for Economic Research.
- Driessen, L. & Brekelmans, R.C.M. & Gerichhausen, M. & Hamers, H.J.M. & den Hertog, D., 2006.
"Why Methods for Optimization Problems with Time-Consuming Function Evaluations and Integer Variables Should Use Global Approximation Models,"
Discussion Paper
2006-4, Tilburg University, Center for Economic Research.
- Driessen, L. & Brekelmans, R.C.M. & Gerichhausen, M. & Hamers, H.J.M. & den Hertog, D., 2006. "Why Methods for Optimization Problems with Time-Consuming Function Evaluations and Integer Variables Should Use Global Approximation Models," Other publications TiSEM 45a73d28-9fed-4b4c-a909-1, Tilburg University, School of Economics and Management.
- Regis, Rommel G. & Shoemaker, Christine A., 2007. "Parallel radial basis function methods for the global optimization of expensive functions," European Journal of Operational Research, Elsevier, vol. 182(2), pages 514-535, October.
- Boukouvala, Fani & Misener, Ruth & Floudas, Christodoulos A., 2016. "Global optimization advances in Mixed-Integer Nonlinear Programming, MINLP, and Constrained Derivative-Free Optimization, CDFO," European Journal of Operational Research, Elsevier, vol. 252(3), pages 701-727.
- Miriyala, Srinivas Soumitri & Subramanian, Venkat & Mitra, Kishalay, 2018. "TRANSFORM-ANN for online optimization of complex industrial processes: Casting process as case study," European Journal of Operational Research, Elsevier, vol. 264(1), pages 294-309.
- Driessen, L. & Brekelmans, R.C.M. & Hamers, H.J.M. & den Hertog, D., 2001.
"On D-Optimality Based Trust Regions for Black-Box Optimization Problems,"
Discussion Paper
2001-69, Tilburg University, Center for Economic Research.
- Driessen, L. & Brekelmans, R.C.M. & Hamers, H.J.M. & den Hertog, D., 2001. "On D-Optimality Based Trust Regions for Black-Box Optimization Problems," Other publications TiSEM dcde83b3-cab6-48bd-b94d-7, Tilburg University, School of Economics and Management.
Cited by:
- Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E., 2002.
"Response Surface Methodology's Steepest Ascent and Step Size Revisited,"
Other publications TiSEM
44a5bc64-49e5-47f5-abe7-3, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P. C. & den Hertog, Dick & Angun, Ebru, 2004. "Response surface methodology's steepest ascent and step size revisited," European Journal of Operational Research, Elsevier, vol. 159(1), pages 121-131, November.
- Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E., 2002. "Response Surface Methodology's Steepest Ascent and Step Size Revisited," Discussion Paper 2002-64, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008.
"Constrained Optimization in Simulation : A Novel Approach,"
Discussion Paper
2008-95, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2010. "Constrained optimization in simulation : A novel approach," Other publications TiSEM b3655866-b593-4854-a4fd-5, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Other publications TiSEM e49ba0fc-853c-4a13-b564-d, Tilburg University, School of Economics and Management.
- M Laguna & J Molina & F Pérez & R Caballero & A G Hernández-Díaz, 2010. "The challenge of optimizing expensive black boxes: a scatter search/rough set theory approach," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(1), pages 53-67, January.
- Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2001.
"Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach,"
Other publications TiSEM
c94095bf-9069-47e6-b77e-5, Tilburg University, School of Economics and Management.
- Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2001. "Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach," Discussion Paper 2001-87, Tilburg University, Center for Economic Research.
- Brekelmans, Ruud & Driessen, Lonneke & Hamers, Herbert & den Hertog, Dick, 2005. "Constrained optimization involving expensive function evaluations: A sequential approach," European Journal of Operational Research, Elsevier, vol. 160(1), pages 121-138, January.
- Angun, M.E., 2004. "Black box simulation optimization : Generalized response surface methodology," Other publications TiSEM 2548e953-54ce-44e2-8c5b-7, Tilburg University, School of Economics and Management.
- den Hertog, D. & de Klerk, E. & Roos, J., 2000.
"On Convex Quadratic Approximation,"
Discussion Paper
2000-47, Tilburg University, Center for Economic Research.
- Dick Den Hertog & Etienne De Klerk & Kees Roos, 2002. "On convex quadratic approximation," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(3), pages 376-385, August.
Cited by:
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2005. "Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing," Other publications TiSEM ad31ef2c-fc29-46c1-9b8f-6, Tilburg University, School of Economics and Management.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2005. "Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing," Discussion Paper 2005-132, Tilburg University, Center for Economic Research.
- Stinstra, Erwin & den Hertog, Dick, 2008.
"Robust optimization using computer experiments,"
European Journal of Operational Research, Elsevier, vol. 191(3), pages 816-837, December.
- Stinstra, E. & den Hertog, D., 2005. "Robust Optimization Using Computer Experiments," Discussion Paper 2005-90, Tilburg University, Center for Economic Research.
- Zhichao Zheng & Karthik Natarajan & Chung-Piaw Teo, 2016. "Least Squares Approximation to the Distribution of Project Completion Times with Gaussian Uncertainty," Operations Research, INFORMS, vol. 64(6), pages 1406-1421, December.
- Siem, A.Y.D. & de Klerk, E. & den Hertog, D., 2005. "Discrete Least-norm Approximation by Nonnegative (Trigonomtric) Polynomials and Rational Functions," Discussion Paper 2005-73, Tilburg University, Center for Economic Research.
- Siem, A.Y.D. & de Klerk, E. & den Hertog, D., 2005. "Discrete Least-norm Approximation by Nonnegative (Trigonomtric) Polynomials and Rational Functions," Other publications TiSEM 43a1152a-8130-4e42-851b-e, Tilburg University, School of Economics and Management.
Articles
- Stinstra, Erwin & den Hertog, Dick, 2008.
"Robust optimization using computer experiments,"
European Journal of Operational Research, Elsevier, vol. 191(3), pages 816-837, December.
See citations under working paper version above.
- Stinstra, E. & den Hertog, D., 2005. "Robust Optimization Using Computer Experiments," Discussion Paper 2005-90, Tilburg University, Center for Economic Research.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2008.
"The effect of transformations on the approximation of univariate (convex) functions with applications to Pareto curves,"
European Journal of Operational Research, Elsevier, vol. 189(2), pages 347-362, September.
See citations under working paper version above.
- Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2006. "The Effect of Transformations on the Approximation of Univariate (Convex) Functions with Applications to Pareto Curves," Discussion Paper 2006-66, Tilburg University, Center for Economic Research.
- de Klerk, E. & den Hertog, D. & Elabwabi, G., 2008.
"On the complexity of optimization over the standard simplex,"
European Journal of Operational Research, Elsevier, vol. 191(3), pages 773-785, December.
See citations under working paper version above.
- de Klerk, E. & den Hertog, D. & Elfadul, G.E.E., 2005. "On the Complexity of Optimization over the Standard Simplex," Discussion Paper 2005-125, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & den Hertog, Dick & Angun, Ebru, 2006.
"Response surface methodology's steepest ascent and step size revisited: Correction,"
European Journal of Operational Research, Elsevier, vol. 170(2), pages 664-666, April.
Cited by:
- Kleijnen, J.P.C., 2006.
"Generalized Response Surface Methodology : A New Metaheuristic,"
Other publications TiSEM
9a11fb77-d2e1-4c6e-8bba-0, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2006. "Generalized Response Surface Methodology : A New Metaheuristic," Discussion Paper 2006-77, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2006.
"Generalized Response Surface Methodology : A New Metaheuristic,"
Other publications TiSEM
9a11fb77-d2e1-4c6e-8bba-0, Tilburg University, School of Economics and Management.
- Brekelmans, Ruud & Driessen, Lonneke & Hamers, Herbert & den Hertog, Dick, 2005.
"Constrained optimization involving expensive function evaluations: A sequential approach,"
European Journal of Operational Research, Elsevier, vol. 160(1), pages 121-138, January.
See citations under working paper version above.
- Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2001. "Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach," Discussion Paper 2001-87, Tilburg University, Center for Economic Research.
- Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2001. "Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach," Other publications TiSEM c94095bf-9069-47e6-b77e-5, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P. C. & den Hertog, Dick & Angun, Ebru, 2004.
"Response surface methodology's steepest ascent and step size revisited,"
European Journal of Operational Research, Elsevier, vol. 159(1), pages 121-131, November.
See citations under working paper version above.
- Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E., 2002. "Response Surface Methodology's Steepest Ascent and Step Size Revisited," Other publications TiSEM 44a5bc64-49e5-47f5-abe7-3, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E., 2002. "Response Surface Methodology's Steepest Ascent and Step Size Revisited," Discussion Paper 2002-64, Tilburg University, Center for Economic Research.
- den Hertog, Dick & Stehouwer, Peter, 2002.
"Optimizing color picture tubes by high-cost nonlinear programming,"
European Journal of Operational Research, Elsevier, vol. 140(2), pages 197-211, July.
Cited by:
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2010.
"Nested maximin Latin hypercube designs,"
Other publications TiSEM
7f0703e8-06bc-45b4-886c-3, Tilburg University, School of Economics and Management.
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2009. "Nested Maximin Latin Hypercube Designs," Discussion Paper 2009-06, Tilburg University, Center for Economic Research.
- van Dam, E.R. & Rennen, G. & Husslage, B.G.M., 2007.
"Bounds for Maximin Latin Hypercube Designs,"
Discussion Paper
2007-16, Tilburg University, Center for Economic Research.
- van Dam, E.R. & Rennen, G. & Husslage, B.G.M., 2009. "Bounds for maximin Latin hypercube designs," Other publications TiSEM f556d9e2-e3b9-42db-96ee-9, Tilburg University, School of Economics and Management.
- Edwin R. van Dam & Gijs Rennen & Bart Husslage, 2009. "Bounds for Maximin Latin Hypercube Designs," Operations Research, INFORMS, vol. 57(3), pages 595-608, June.
- Driessen, L. & Brekelmans, R.C.M. & Gerichhausen, M. & Hamers, H.J.M. & den Hertog, D., 2006.
"Why Methods for Optimization Problems with Time-Consuming Function Evaluations and Integer Variables Should Use Global Approximation Models,"
Discussion Paper
2006-4, Tilburg University, Center for Economic Research.
- Driessen, L. & Brekelmans, R.C.M. & Gerichhausen, M. & Hamers, H.J.M. & den Hertog, D., 2006. "Why Methods for Optimization Problems with Time-Consuming Function Evaluations and Integer Variables Should Use Global Approximation Models," Other publications TiSEM 45a73d28-9fed-4b4c-a909-1, Tilburg University, School of Economics and Management.
- Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2005. "Nested Maximin Latin Hypercube Designs in Two Dimensions," Discussion Paper 2005-79, Tilburg University, Center for Economic Research.
- van Dam, E.R. & Rennen, G. & Husslage, B.G.M., 2007. "Bounds for Maximin Latin Hypercube Designs," Other publications TiSEM da0c15be-f18e-474e-b557-f, Tilburg University, School of Economics and Management.
- Stinstra, Erwin & den Hertog, Dick, 2008.
"Robust optimization using computer experiments,"
European Journal of Operational Research, Elsevier, vol. 191(3), pages 816-837, December.
- Stinstra, E. & den Hertog, D., 2005. "Robust Optimization Using Computer Experiments," Discussion Paper 2005-90, Tilburg University, Center for Economic Research.
- Stinstra, E., 2006. "The meta-model approach for simulation-based design optimization," Other publications TiSEM 713f828a-4716-4a19-af00-e, Tilburg University, School of Economics and Management.
- Edwin R. van Dam & Bart Husslage & Dick den Hertog & Hans Melissen, 2007.
"Maximin Latin Hypercube Designs in Two Dimensions,"
Operations Research, INFORMS, vol. 55(1), pages 158-169, February.
- van Dam, E.R. & Husslage, B.G.M. & den Hertog, D. & Melissen, H., 2005. "Maximin Latin Hypercube Designs in Two Dimensions," Discussion Paper 2005-8, Tilburg University, Center for Economic Research.
- van Dam, E.R. & den Hertog, D. & Husslage, B.G.M. & Melissen, H., 2007. "Maximin Latin hypercube designs in two dimensions," Other publications TiSEM b4eb1336-e9d8-441a-ac87-0, Tilburg University, School of Economics and Management.
- Stinstra, E. & den Hertog, D., 2005. "Robust Optimization Using Computer Experiments," Other publications TiSEM 69d6e378-c9f9-44e8-9602-f, Tilburg University, School of Economics and Management.
- Yanikoglu, I. & den Hertog, D., 2011. "Safe Approximations of Chance Constraints Using Historical Data," Other publications TiSEM ab77f6f2-248a-42f1-bde1-0, Tilburg University, School of Economics and Management.
- Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2005. "Nested Maximin Latin Hypercube Designs in Two Dimensions," Other publications TiSEM 3e013144-3e4c-460c-96bc-1, Tilburg University, School of Economics and Management.
- Jianzhe Zhen & Dick den Hertog, 2018. "Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection," INFORMS Journal on Computing, INFORMS, vol. 30(1), pages 31-42, February.
- Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2001.
"Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach,"
Other publications TiSEM
c94095bf-9069-47e6-b77e-5, Tilburg University, School of Economics and Management.
- Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2001. "Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach," Discussion Paper 2001-87, Tilburg University, Center for Economic Research.
- Brekelmans, Ruud & Driessen, Lonneke & Hamers, Herbert & den Hertog, Dick, 2005. "Constrained optimization involving expensive function evaluations: A sequential approach," European Journal of Operational Research, Elsevier, vol. 160(1), pages 121-138, January.
- van Dam, E.R. & Husslage, B.G.M. & den Hertog, D., 2004.
"One-Dimensional Nested Maximin Designs,"
Discussion Paper
2004-66, Tilburg University, Center for Economic Research.
- van Dam, E.R. & Husslage, B.G.M. & den Hertog, D., 2010. "One-dimensional nested maximin designs," Other publications TiSEM cf47da9c-59f8-4533-a845-8, Tilburg University, School of Economics and Management.
- Edwin Dam & Bart Husslage & Dick Hertog, 2010. "One-dimensional nested maximin designs," Journal of Global Optimization, Springer, vol. 46(2), pages 287-306, February.
- Yanikoglu, I. & den Hertog, D., 2011. "Safe Approximations of Chance Constraints Using Historical Data," Discussion Paper 2011-137, Tilburg University, Center for Economic Research.
- Husslage, B.G.M. & Rennen, G. & van Dam, E.R. & den Hertog, D., 2008. "Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)," Other publications TiSEM 1b5d18c7-b66f-4a9f-838c-b, Tilburg University, School of Economics and Management.
- Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2009. "Nested Maximin Latin Hypercube Designs," Other publications TiSEM 1c504ec0-f357-42d2-9c92-9, Tilburg University, School of Economics and Management.
- van Dam, E.R. & Husslage, B.G.M. & den Hertog, D., 2004. "One-Dimensional Nested Maximin Designs," Other publications TiSEM f2db4179-7b8e-4b7c-a736-7, Tilburg University, School of Economics and Management.
- Husslage, B.G.M. & Rennen, G. & van Dam, E.R. & den Hertog, D., 2008. "Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)," Discussion Paper 2008-104, Tilburg University, Center for Economic Research.
- Husslage, B.G.M. & Rennen, G. & van Dam, E.R. & den Hertog, D., 2011. "Space-filling Latin hypercube designs for computer experiments," Other publications TiSEM 694f73df-a373-46a7-aa4d-1, Tilburg University, School of Economics and Management.
- Fajemisin, Adejuyigbe O. & Maragno, Donato & den Hertog, Dick, 2024. "Optimization with constraint learning: A framework and survey," European Journal of Operational Research, Elsevier, vol. 314(1), pages 1-14.
- E Angün & J Kleijnen & D den Hertog & G Gürkan, 2009. "Response surface methodology with stochastic constraints for expensive simulation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(6), pages 735-746, June.
- Grosso, A. & Jamali, A.R.M.J.U. & Locatelli, M., 2009. "Finding maximin latin hypercube designs by Iterated Local Search heuristics," European Journal of Operational Research, Elsevier, vol. 197(2), pages 541-547, September.
- Angun, M.E., 2004. "Black box simulation optimization : Generalized response surface methodology," Other publications TiSEM 2548e953-54ce-44e2-8c5b-7, Tilburg University, School of Economics and Management.
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"Nested maximin Latin hypercube designs,"
Other publications TiSEM
7f0703e8-06bc-45b4-886c-3, Tilburg University, School of Economics and Management.
- Dick Den Hertog & Etienne De Klerk & Kees Roos, 2002.
"On convex quadratic approximation,"
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(3), pages 376-385, August.
See citations under working paper version above.
- den Hertog, D. & de Klerk, E. & Roos, J., 2000. "On Convex Quadratic Approximation," Discussion Paper 2000-47, Tilburg University, Center for Economic Research.