Matches in SemOpenAlex for { <https://semopenalex.org/work/W3166163032> ?p ?o ?g. }
- W3166163032 abstract "We investigate robust optimization problems defined for maximizing convex functions. While the problems arise in situations which are naturally modeled as minimization of concave functions, they also arise when a decision maker takes an optimistic approach to making decisions with convex functions. For finite uncertainty set, we develop a geometric branch-and-bound algorithmic approach to solve this problem. The geometric branch-and-bound algorithm performs sequential piecewise-linear approximations of the convex objective, and solves linear programs to determine lower and upper bounds at each node. Finite convergence of the algorithm to an $$epsilon -$$ optimal solution is proved. Numerical results are used to discuss the performance of the developed algorithm. The algorithm developed in this paper can be used as an oracle in the cutting surface method for solving robust optimization problems with compact ambiguity sets." @default.
- W3166163032 created "2021-06-22" @default.
- W3166163032 creator A5026987230 @default.
- W3166163032 creator A5036216845 @default.
- W3166163032 date "2021-06-11" @default.
- W3166163032 modified "2023-10-16" @default.
- W3166163032 title "A geometric branch and bound method for robust maximization of convex functions" @default.
- W3166163032 cites W1538999574 @default.
- W3166163032 cites W1541170979 @default.
- W3166163032 cites W1578255396 @default.
- W3166163032 cites W1820851266 @default.
- W3166163032 cites W1981009968 @default.
- W3166163032 cites W1984425167 @default.
- W3166163032 cites W1995285162 @default.
- W3166163032 cites W2001033871 @default.
- W3166163032 cites W2021996638 @default.
- W3166163032 cites W2022484305 @default.
- W3166163032 cites W2023059010 @default.
- W3166163032 cites W2026971626 @default.
- W3166163032 cites W2032234281 @default.
- W3166163032 cites W2032394926 @default.
- W3166163032 cites W2040529625 @default.
- W3166163032 cites W2053602249 @default.
- W3166163032 cites W2061293389 @default.
- W3166163032 cites W2070450593 @default.
- W3166163032 cites W2073785126 @default.
- W3166163032 cites W2075161899 @default.
- W3166163032 cites W2075887074 @default.
- W3166163032 cites W2084006722 @default.
- W3166163032 cites W2084726005 @default.
- W3166163032 cites W2085457376 @default.
- W3166163032 cites W2089105401 @default.
- W3166163032 cites W2090869342 @default.
- W3166163032 cites W2105847861 @default.
- W3166163032 cites W2123871098 @default.
- W3166163032 cites W2168251031 @default.
- W3166163032 cites W2171993497 @default.
- W3166163032 cites W2312902607 @default.
- W3166163032 cites W2559883687 @default.
- W3166163032 cites W2590825195 @default.
- W3166163032 cites W2604871107 @default.
- W3166163032 cites W2888092633 @default.
- W3166163032 cites W4206525211 @default.
- W3166163032 cites W4246414025 @default.
- W3166163032 cites W4251616545 @default.
- W3166163032 cites W4300568640 @default.
- W3166163032 cites W615245433 @default.
- W3166163032 doi "https://doi.org/10.1007/s10898-021-01038-7" @default.
- W3166163032 hasPublicationYear "2021" @default.
- W3166163032 type Work @default.
- W3166163032 sameAs 3166163032 @default.
- W3166163032 citedByCount "0" @default.
- W3166163032 crossrefType "journal-article" @default.
- W3166163032 hasAuthorship W3166163032A5026987230 @default.
- W3166163032 hasAuthorship W3166163032A5036216845 @default.
- W3166163032 hasConcept C112680207 @default.
- W3166163032 hasConcept C12108790 @default.
- W3166163032 hasConcept C122268817 @default.
- W3166163032 hasConcept C126255220 @default.
- W3166163032 hasConcept C134306372 @default.
- W3166163032 hasConcept C157972887 @default.
- W3166163032 hasConcept C162392398 @default.
- W3166163032 hasConcept C17095337 @default.
- W3166163032 hasConcept C2524010 @default.
- W3166163032 hasConcept C2776330181 @default.
- W3166163032 hasConcept C33923547 @default.
- W3166163032 hasConcept C49870271 @default.
- W3166163032 hasConcept C50862404 @default.
- W3166163032 hasConcept C77553402 @default.
- W3166163032 hasConcept C93693863 @default.
- W3166163032 hasConceptScore W3166163032C112680207 @default.
- W3166163032 hasConceptScore W3166163032C12108790 @default.
- W3166163032 hasConceptScore W3166163032C122268817 @default.
- W3166163032 hasConceptScore W3166163032C126255220 @default.
- W3166163032 hasConceptScore W3166163032C134306372 @default.
- W3166163032 hasConceptScore W3166163032C157972887 @default.
- W3166163032 hasConceptScore W3166163032C162392398 @default.
- W3166163032 hasConceptScore W3166163032C17095337 @default.
- W3166163032 hasConceptScore W3166163032C2524010 @default.
- W3166163032 hasConceptScore W3166163032C2776330181 @default.
- W3166163032 hasConceptScore W3166163032C33923547 @default.
- W3166163032 hasConceptScore W3166163032C49870271 @default.
- W3166163032 hasConceptScore W3166163032C50862404 @default.
- W3166163032 hasConceptScore W3166163032C77553402 @default.
- W3166163032 hasConceptScore W3166163032C93693863 @default.
- W3166163032 hasLocation W31661630321 @default.
- W3166163032 hasLocation W31661630322 @default.
- W3166163032 hasOpenAccess W3166163032 @default.
- W3166163032 hasPrimaryLocation W31661630321 @default.
- W3166163032 hasRelatedWork W1588473452 @default.
- W3166163032 hasRelatedWork W1600170484 @default.
- W3166163032 hasRelatedWork W2018944617 @default.
- W3166163032 hasRelatedWork W2025133278 @default.
- W3166163032 hasRelatedWork W2130968163 @default.
- W3166163032 hasRelatedWork W2175532135 @default.
- W3166163032 hasRelatedWork W2233843222 @default.
- W3166163032 hasRelatedWork W3003165794 @default.
- W3166163032 hasRelatedWork W4287899549 @default.
- W3166163032 hasRelatedWork W4297899479 @default.
- W3166163032 isParatext "false" @default.