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Robust Counterparts of Inequalities Containing Sums of Maxima of Linear Functions

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  • Gorissen, B.L.

    (Tilburg University, Center For Economic Research)

  • den Hertog, D.

    (Tilburg University, Center For Economic Research)

Abstract

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Suggested Citation

  • 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.
    • Handle: RePEc:tiu:tiucen:8c6aa0e2-c4c6-4693-ab9a-f330d76ed76a
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1360293/2011-115.pdf
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    References listed on IDEAS

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    1. Aharon Ben-Tal & Boaz Golany & Arkadi Nemirovski & Jean-Philippe Vial, 2005. "Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach," Manufacturing & Service Operations Management, INFORMS, vol. 7(3), pages 248-271, February.
    2. Ng, Tsan Sheng & Sun, Yang & Fowler, John, 2010. "Semiconductor lot allocation using robust optimization," European Journal of Operational Research, Elsevier, vol. 205(3), pages 557-570, September.
    3. 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.
    4. Ben-Tal, Aharon & Chung, Byung Do & Mandala, Supreet Reddy & Yao, Tao, 2011. "Robust optimization for emergency logistics planning: Risk mitigation in humanitarian relief supply chains," Transportation Research Part B: Methodological, Elsevier, vol. 45(8), pages 1177-1189, September.
    5. Dimitris Bertsimas & Aurélie Thiele, 2006. "A Robust Optimization Approach to Inventory Theory," Operations Research, INFORMS, vol. 54(1), pages 150-168, February.
    6. Bohle, Carlos & Maturana, Sergio & Vera, Jorge, 2010. "A robust optimization approach to wine grape harvesting scheduling," European Journal of Operational Research, Elsevier, vol. 200(1), pages 245-252, January.
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    Cited by:

    1. 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.
    2. Gorissen, Bram L. & Yanıkoğlu, İhsan & den Hertog, Dick, 2015. "A practical guide to robust optimization," Omega, Elsevier, vol. 53(C), pages 124-137.

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