644 citations · 955 across the 14 of their papers we have counts for
5 papers · 1 filter
Interior point methods can exploit structure of convex piecewise linear functions with application in radiation therapy
Bram L. Gorissen
Auxiliary variables are often used to model a convex piecewise linear function in the framework of linear optimization. This work shows that such variables yield a block diagonal p…
Robust fractional programming
Bram L. Gorissen
We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in bot…
Approximating the Pareto set of multiobjective linear programs via Robust Optimization
Bram L. Gorissen, Dick den Hertog
We consider problems with multiple linear objectives and linear constraints and use Adjustable Robust Optimization and Polynomial Optimization as tools to approximate the Pareto se…
Robust counterparts of inequalities containing sums of maxima of linear functions
Bram L. Gorissen, Dick den Hertog
This paper addresses the robust counterparts of optimization problems containing sums of maxima of linear functions. These problems include many practical problems, e.g.~problems w…
A Practical Guide to Robust Optimization
Bram L. Gorissen, Ihsan Yanıkoğlu, Dick den Hertog
Robust optimization is a young and active research field that has been mainly developed in the last 15 years. Robust optimization is very useful for practice, since it is tailored…