Abbas Khademi

Quadratic Optimization Through the Lens of Adjustable Robust Optimization

  • Abbas Khademi
  • Ahmadreza Marandi
    • Categories Quadratic Programming, Robust Optimization Tags , , , ,

    Quadratic optimization (QO) has been studied extensively in the literature due to its applicability in many practical problems. While practical, it is known that QO problems are generally NP-hard. So, researchers developed many approximation methods to find good solutions. In this paper, we go beyond the norm and analyze QO problems using robust optimization techniques. … Read more

    A New Dual-Based Cutting Plane Algorithm for Nonlinear Adjustable Robust Optimization

  • Abbas Khademi
  • Ahmadreza Marandi
  • Majid Soleimani-damaneh
    • Categories Robust Optimization Tags , , , , ,

    This paper explores a class of nonlinear Adjustable Robust Optimization (ARO) problems, containing here-and-now and wait-and-see variables, with uncertainty in the objective function and constraints. By applying Fenchel’s duality on the wait-and-see variables, we obtain an equivalent dual reformulation, which is a nonlinear static robust optimization problem. Using the dual formulation, we provide conditions under … Read more