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Robust Stochastic Optimization Made Easy with RSOME

Citations

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Cited by:

  1. Zhang, Guowei & Jia, Ning & Zhu, Ning & He, Long & Adulyasak, Yossiri, 2023. "Humanitarian transportation network design via two-stage distributionally robust optimization," Transportation Research Part B: Methodological, Elsevier, vol. 176(C).
  2. Kim, Seokwoo & Choi, Dong Gu, 2024. "A sample robust optimal bidding model for a virtual power plant," European Journal of Operational Research, Elsevier, vol. 316(3), pages 1101-1113.
  3. Yu, Xinyao & Ma, Shoufeng & Zhu, Ning & Lam, William H.K. & Fu, Hao, 2023. "Ensuring the robustness of link flow observation systems in sensor failure events," Transportation Research Part B: Methodological, Elsevier, vol. 178(C).
  4. Yang, Yang & Peng, Jimmy Chih-Hsien & Ye, Zhi-Sheng, 2023. "Distributionally robust frequency dynamic constrained unit commitment considering uncertain demand-side resources," Applied Energy, Elsevier, vol. 331(C).
  5. Bertsimas, Dimitris & McCord, Christopher & Sturt, Bradley, 2023. "Dynamic optimization with side information," European Journal of Operational Research, Elsevier, vol. 304(2), pages 634-651.
  6. Wang, Chong & Liu, Kaiyuan & Zhang, Canrong & Miao, Lixin, 2024. "Distributionally robust chance-constrained optimization for the integrated berth allocation and quay crane assignment problem," Transportation Research Part B: Methodological, Elsevier, vol. 182(C).
  7. Huang, Hongxu & Liang, Rui & Lv, Chaoxian & Lu, Mengtian & Gong, Dunwei & Yin, Shulin, 2021. "Two-stage robust stochastic scheduling for energy recovery in coal mine integrated energy system," Applied Energy, Elsevier, vol. 290(C).
  8. Maoqi Liu & Li Zheng & Changchun Liu & Zhi‐Hai Zhang, 2023. "From share of choice to buyers' welfare maximization: Bridging the gap through distributionally robust optimization," Production and Operations Management, Production and Operations Management Society, vol. 32(4), pages 1205-1222, April.
  9. Meng, Zhu & Zhu, Ning & Zhang, Guowei & Yang, Yuance & Liu, Zhaocai & Ke, Ginger Y., 2024. "Data-driven drone pre-positioning for traffic accident rapid assessment," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 183(C).
  10. Xiangyi Fan & Grani A. Hanasusanto, 2024. "A Decision Rule Approach for Two-Stage Data-Driven Distributionally Robust Optimization Problems with Random Recourse," INFORMS Journal on Computing, INFORMS, vol. 36(2), pages 526-542, March.
  11. Yinhe Bu & Xingping Zhang, 2021. "On the Way to Integrate Increasing Shares of Variable Renewables in China: Experience from Flexibility Modification and Deep Peak Regulation Ancillary Service Market Based on MILP-UC Programming," Sustainability, MDPI, vol. 13(5), pages 1-22, February.
  12. Viet Anh Nguyen & Fan Zhang & Shanshan Wang & Jose Blanchet & Erick Delage & Yinyu Ye, 2021. "Robustifying Conditional Portfolio Decisions via Optimal Transport," Papers 2103.16451, arXiv.org, revised Apr 2024.
  13. Adrián Esteban-Pérez & Juan M. Morales, 2022. "Partition-based distributionally robust optimization via optimal transport with order cone constraints," 4OR, Springer, vol. 20(3), pages 465-497, September.
  14. van Eekelen, Wouter, 2023. "Distributionally robust views on queues and related stochastic models," Other publications TiSEM 9b99fc05-9d68-48eb-ae8c-9, Tilburg University, School of Economics and Management.
  15. Georgia Perakis & Melvyn Sim & Qinshen Tang & Peng Xiong, 2023. "Robust Pricing and Production with Information Partitioning and Adaptation," Management Science, INFORMS, vol. 69(3), pages 1398-1419, March.
  16. Zhi Chen & Peng Xiong, 2023. "RSOME in Python: An Open-Source Package for Robust Stochastic Optimization Made Easy," INFORMS Journal on Computing, INFORMS, vol. 35(4), pages 717-724, July.
  17. Qinxiao Yu & Chun Cheng & Ning Zhu, 2022. "Robust Team Orienteering Problem with Decreasing Profits," INFORMS Journal on Computing, INFORMS, vol. 34(6), pages 3215-3233, November.
  18. Shanshan Wang & Erick Delage, 2024. "A Column Generation Scheme for Distributionally Robust Multi-Item Newsvendor Problems," INFORMS Journal on Computing, INFORMS, vol. 36(3), pages 849-867, May.
  19. Phebe Vayanos & Qing Jin & George Elissaios, 2022. "ROC++: Robust Optimization in C++," INFORMS Journal on Computing, INFORMS, vol. 34(6), pages 2873-2888, November.
  20. Tianqi Liu & Francisco Saldanha-da-Gama & Shuming Wang & Yuchen Mao, 2022. "Robust Stochastic Facility Location: Sensitivity Analysis and Exact Solution," INFORMS Journal on Computing, INFORMS, vol. 34(5), pages 2776-2803, September.
  21. Fu, Chenyi & Ma, Shoufeng & Zhu, Ning & He, Qiao-Chu & Yang, Hai, 2022. "Bike-sharing inventory management for market expansion," Transportation Research Part B: Methodological, Elsevier, vol. 162(C), pages 28-54.
  22. Aakil M. Caunhye & Douglas Alem, 2023. "Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(3), pages 759-806, September.
  23. Chengzhang Li & Mengshi Lu, 2023. "Joint pricing and inventory management under minimax regret," Production and Operations Management, Production and Operations Management Society, vol. 32(8), pages 2529-2545, August.
  24. Yu Wang & Yu Zhang & Minglong Zhou & Jiafu Tang, 2023. "Feature‐driven robust surgery scheduling," Production and Operations Management, Production and Operations Management Society, vol. 32(6), pages 1921-1938, June.
  25. Long He & Sheng Liu & Zuo‐Jun Max Shen, 2022. "Smart urban transport and logistics: A business analytics perspective," Production and Operations Management, Production and Operations Management Society, vol. 31(10), pages 3771-3787, October.
  26. Ren, Ke & Bidkhori, Hoda, 2023. "A study of data-driven distributionally robust optimization with incomplete joint data under finite support," European Journal of Operational Research, Elsevier, vol. 305(2), pages 754-765.
  27. Huang, Hongxu & Li, Zhengmao & Beng Gooi, Hoay & Qiu, Haifeng & Zhang, Xiaotong & Lv, Chaoxian & Liang, Rui & Gong, Dunwei, 2023. "Distributionally robust energy-transportation coordination in coal mine integrated energy systems," Applied Energy, Elsevier, vol. 333(C).
  28. Jun Li & Yizhe Huang & Yan‐Fu Li & Shuming Wang, 2023. "Redundancy allocation under state‐dependent distributional uncertainty of component lifetimes," Production and Operations Management, Production and Operations Management Society, vol. 32(3), pages 930-950, March.
  29. Wang, Xin & Kuo, Yong-Hong & Shen, Houcai & Zhang, Lianmin, 2021. "Target-oriented robust location–transportation problem with service-level measure," Transportation Research Part B: Methodological, Elsevier, vol. 153(C), pages 1-20.
  30. Zhi Chen & Weijun Xie, 2021. "Regret in the Newsvendor Model with Demand and Yield Randomness," Production and Operations Management, Production and Operations Management Society, vol. 30(11), pages 4176-4197, November.
  31. Feng Liu & Zhi Chen & Shuming Wang, 2023. "Globalized Distributionally Robust Counterpart," INFORMS Journal on Computing, INFORMS, vol. 35(5), pages 1120-1142, September.
  32. Tsang, Man Yiu & Shehadeh, Karmel S., 2023. "Stochastic optimization models for a home service routing and appointment scheduling problem with random travel and service times," European Journal of Operational Research, Elsevier, vol. 307(1), pages 48-63.
  33. Borumand, Ali & Marandi, Ahmadreza & Nookabadi, Ali S. & Atan, Zümbül, 2024. "An oracle-based algorithm for robust planning of production routing problems in closed-loop supply chains of beverage glass bottles," Omega, Elsevier, vol. 122(C).
  34. Wu, Zhuochun & Kang, Jidong & Mosteiro-Romero, Martín & Bartolini, Andrea & Ng, Tsan Sheng & Su, Bin, 2024. "A distributionally robust optimization model for building-integrated photovoltaic system expansion planning under demand and irradiance uncertainties," Applied Energy, Elsevier, vol. 372(C).
  35. Chen, Qingxin & Fu, Chenyi & Zhu, Ning & Ma, Shoufeng & He, Qiao-Chu, 2023. "A target-based optimization model for bike-sharing systems: From the perspective of service efficiency and equity," Transportation Research Part B: Methodological, Elsevier, vol. 167(C), pages 235-260.
  36. Zhang, Xinwei & Yan, Yong & Wang, Lilin & Wang, Yang, 2024. "A ranking approach for robust portfolio decision analysis based on multilinear portfolio utility functions and incomplete preference information," Omega, Elsevier, vol. 122(C).
  37. Zhang, Liu & Zheng, Zhong & Chai, Yi & Zhang, Kaitian & Lian, Xiaoyuan & Zhang, Kai & Zhao, Liuqiang, 2024. "Enhancing robustness: Multi-stage adaptive robust scheduling of oxygen systems in steel enterprises under demand uncertainty," Applied Energy, Elsevier, vol. 359(C).
  38. 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).
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