4 papers · 1 filter
Distributionally Robust Optimization for Chemotherapy Scheduling under Asymmetric and Multi-Modal Uncertainty
Qing Zhu, Xian Yu, Yu-Li Huang
We consider a real-world chemotherapy scheduling template design problem, where we cluster patient types into groups and find a representative time-slot duration for each group to…
A Gauge Set Framework for Flexible Robustness Design
Ningji Wei, Xian Yu, Peter Zhang
This paper proposes a unified framework for designing robustness in optimization under uncertainty using gauge sets, convex sets that generalize distance and capture how distributi…
Residuals-Based Contextual Distributionally Robust Optimization with Decision-Dependent Uncertainty: Theoretical Guarantees and Decomposition Algorithm
Qing Zhu, Xian Yu, Guzin Bayraksan
We consider a residuals-based distributionally robust optimization (DRO) model, where the underlying uncertainty depends on both covariate information and our decisions. We adopt b…
Distributionally Robust Optimization with Multimodal Decision-Dependent Ambiguity Sets
Xian Yu, Beste Basciftci
We consider a two-stage distributionally robust optimization (DRO) model with multimodal uncertainty, where both the mode probabilities and uncertainty distributions could be affec…