2 papers
math.OC2021
Resource allocation problems with expensive function evaluations
S. C. M. ten Eikelder, J. H. M. van Amerongen
The resource allocation problem is among the classical problems in operations research, and has been studied extensively for decades. However, current solution approaches are not a…
math.OC2020
Pareto Adaptive Robust Optimality via a Fourier-Motzkin Elimination Lens
Dimitris Bertsimas, Stefan ten Eikelder, Dick den Hertog +1
We formalize the concept of Pareto Adaptive Robust Optimality (PARO) for linear Adaptive Robust Optimization (ARO) problems. A worst-case optimal solution pair of here-and-now deci…