Zobrazeno 1 - 10
of 38
pro vyhledávání: '"Hertog, D. den"'
Publikováno v:
Interfaces, 2007 Mar 01. 37(2), 133-142.
Externí odkaz:
https://www.jstor.org/stable/20141475
Robust optimization (RO) is a young and active research field that has been mainly developed in the last 15 years. RO techniques are very useful for practice and not difficult to understand for practitioners. It is therefore remarkable that real-life
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::d7512d1ba934fad3fa10c3ff5c0a3198
https://pure.uvt.nl/portal/files/1556948/2013-065.pdf
https://pure.uvt.nl/portal/files/1556948/2013-065.pdf
Autor:
Gorissen, B.L., Hertog, D. den
The Pareto set of a multiobjective optimization problem consists of the solutions for which one or more objectives can not be improved without deteriorating one or more other objectives. We consider problems with linear objectives and linear constrai
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::09af068717327e67f7a78fcc15ac0879
http://arno.uvt.nl/show.cgi?fid=122427
http://arno.uvt.nl/show.cgi?fid=122427
This paper determines the optimal timing of dike heightenings as well as the corresponding optimal dike heightenings to protect against floods. To derive the optimal policy we design an algorithm based on the Impulse Control Maximum Principle. In thi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::1f7de5199babcfc0334b33d9c98418cb
https://pure.uvt.nl/portal/files/1451427/2012-079.pdf
https://pure.uvt.nl/portal/files/1451427/2012-079.pdf
Autor:
Gorissen, B.L., Hertog, D. den
This paper adresses the robust counterparts of optimization problems containing sums of maxima of linear functions and proposes several reformulations. These problems include many practical problems, e.g. problems with sums of absolute values, and ar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::47a0a234b44c72f2d66a6815279172ba
http://arno.uvt.nl/show.cgi?fid=120682
http://arno.uvt.nl/show.cgi?fid=120682
Autor:
Ben-Tal, A., Hertog, D. den
We show that the robust counterpart of a convex quadratic constraint with ellipsoidal implementation error is equivalent to a system of conic quadratic constraints. To prove this result we first derive a sharper result for the S-lemma in case the two
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::e52e868e762cb0fbf425eb5d6ddb4c42
http://arno.uvt.nl/show.cgi?fid=114748
http://arno.uvt.nl/show.cgi?fid=114748
Autor:
Yanikoglu, I., Hertog, D. den
This paper proposes a new way to construct uncertainty sets for robust optimization. Our approach uses the available historical data for the uncertain parameters and is based on goodness-of-fit statistics. It guarantees that the probability that the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::16cf00f93e9493dfcb102b9a119dd63a
http://arno.uvt.nl/show.cgi?fid=121203
http://arno.uvt.nl/show.cgi?fid=121203
Autor:
Blanc, J.P.C., Hertog, D. den
In this paper, a general method is described to determine uncertainty intervals for performance measures of Markov chains given an uncertainty region for the parameters of the Markov chains. We investigate the effects of uncertainties in the transiti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::542dc06527be2eedb8298662b6e5b7fd
http://arno.uvt.nl/show.cgi?fid=77780
http://arno.uvt.nl/show.cgi?fid=77780
Autor:
Siem, A.Y.D., Hertog, D. den
In the field of the Design and Analysis of Computer Experiments (DACE) meta-models are used to approximate time-consuming simulations. These simulations often contain simulation-model errors in the output variables. In the construction of meta-models
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::f12adf534cd386a740127f2da4bbdb77
http://arno.uvt.nl/show.cgi?fid=63581
http://arno.uvt.nl/show.cgi?fid=63581
Publikováno v:
Structural and Multidisciplinary Optimization, 31(1), 40-48. Springer Verlag
In this paper we show how techniques from response surface methodology and mathematical programming can be combined into a new sequential derivative-free approach for solving unconstrained deterministic black-box optimization problems.In this sequent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::5a58a9308538c11cbc0c767000a3b4a9
https://research.tilburguniversity.edu/en/publications/2a67c8b5-9176-44cd-9c60-5443c02f9e6d
https://research.tilburguniversity.edu/en/publications/2a67c8b5-9176-44cd-9c60-5443c02f9e6d