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Deriving Robust Counterparts of Nonlinear Uncertain Inequalities

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  • Ben-Tal, A.

    (Tilburg University, School of Economics and Management)

  • den Hertog, D.

    (Tilburg University, School of Economics and Management)

  • Vial, J.P.

Abstract

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Suggested Citation

  • 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.
    • Handle: RePEc:tiu:tiutis:130bc0dc-cebe-40dc-8da9-ac3a01af1dd6
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    References listed on IDEAS

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    1. 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.
    2. 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.
    3. Dimitris Bertsimas & Melvyn Sim, 2004. "The Price of Robustness," Operations Research, INFORMS, vol. 52(1), pages 35-53, February.
    4. 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," Other publications TiSEM 4d43dc51-86d9-4804-8563-9, Tilburg University, School of Economics and Management.
    5. Joel Goh & Melvyn Sim, 2011. "Robust Optimization Made Easy with ROME," Operations Research, INFORMS, vol. 59(4), pages 973-985, August.
    6. 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.
    7. 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.
    8. 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.
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    Citations

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    Cited by:

    1. İhsan Yanıkoğlu & Dick den Hertog, 2013. "Safe Approximations of Ambiguous Chance Constraints Using Historical Data," INFORMS Journal on Computing, INFORMS, vol. 25(4), pages 666-681, November.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. 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.

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