On using cardinality constrained uncertainty for objective coefficients in robust optimization
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Lim, Jaeyoong | ko |
| dc.contributor.author | Park, Sungsoo | ko |
| dc.date.accessioned | 2021-05-14T01:30:17Z | - |
| dc.date.available | 2021-05-14T01:30:17Z | - |
| dc.date.created | 2020-08-31 | - |
| dc.date.created | 2020-08-31 | - |
| dc.date.issued | 2021-06 | - |
| dc.identifier.citation | OPTIMIZATION LETTERS, v.15, no.4, pp.1195 - 1214 | - |
| dc.identifier.issn | 1862-4472 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/285227 | - |
| dc.description.abstract | In this paper, we discuss the issues of using the cardinality constrained approach, proposed by Bertsimas and Sim (2004), for uncertain objective coefficients in robust optimization. For a special case of a single constraint, we state the necessary and sufficient condition to avoid one of the issues. We also suggest a new robust model that does not suffer from the issues, while preserving the merits of using the cardinality constrained uncertainty. | - |
| dc.language | English | - |
| dc.publisher | SPRINGER HEIDELBERG | - |
| dc.title | On using cardinality constrained uncertainty for objective coefficients in robust optimization | - |
| dc.type | Article | - |
| dc.identifier.wosid | 000558594800001 | - |
| dc.identifier.scopusid | 2-s2.0-85089297795 | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 15 | - |
| dc.citation.issue | 4 | - |
| dc.citation.beginningpage | 1195 | - |
| dc.citation.endingpage | 1214 | - |
| dc.citation.publicationname | OPTIMIZATION LETTERS | - |
| dc.identifier.doi | 10.1007/s11590-020-01622-y | - |
| dc.contributor.localauthor | Park, Sungsoo | - |
| dc.description.isOpenAccess | N | - |
| dc.type.journalArticle | Article | - |
| dc.subject.keywordAuthor | Robust optimization | - |
| dc.subject.keywordAuthor | Cardinality constrained uncertainty | - |
| dc.subject.keywordAuthor | Uncertain objective | - |
| dc.subject.keywordPlus | LINEAR OPTIMIZATION | - |
| dc.subject.keywordPlus | CONSERVATISM | - |
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