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- W1978452271 abstract "We study two-period nonlinear optimization problems whose parameters are uncertain. We assume that uncertain parameters are revealed in stages and model them using the adjustable robust optimization approach. For problems with polytopic uncertainty, we show that quasiconvexity of the optimal value function of certain subproblems is sufficient for the reducibility of the resulting robust optimization problem to a single-level deterministic problem. We relate this sufficient condition to the cone-quasiconvexity of the feasible set mapping for adjustable variables and present several examples and applications satisfying these conditions." @default.
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- W1978452271 date "2007-10-26" @default.
- W1978452271 modified "2023-10-16" @default.
- W1978452271 title "Adjustable Robust Optimization Models for a Nonlinear Two-Period System" @default.
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- W1978452271 doi "https://doi.org/10.1007/s10957-007-9288-8" @default.
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