Amir Ardestani-Jaafari

Linearized Robust Counterparts of Two-stage Robust Optimization Problem with Applications in Operations Management

  • Amir Ardestani-Jaafari
  • Erick Delage
    • Categories Robust Optimization Tags , , ,

    In this article, we discuss an alternative method for deriving conservative approximation models for two-stage robust optimization problems. The method extends in a natural way a linearization scheme that was recently proposed to construct tractable reformulations for robust static problems involving profit functions that decompose as a sum of piecewise linear concave expressions. Given that … Read more

    The Value of Flexibility in Robust Location-Transportation Problems

  • Amir Ardestani-Jaafari
  • Erick Delage
    • Categories Facility Planning and Design, Robust Optimization, Transportation Tags , , , , ,

    This article studies a multi-period capacitated fixed-charge location-transportation problem in which, while the location and capacity of each facility need to be determined immediately, the determination of final production and distribution of products can be delayed until actual orders are received in each period. In contexts where little is known about future demand, robust optimization, … Read more

    Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems

  • Amir Ardestani-Jaafari
  • Erick Delage
    • Categories (Mixed) Integer Linear Programming, Production and Logistics, Robust Optimization Tags , , , , , ,

    Robust optimization is a methodology that has gained a lot of attention in the recent years. This is mainly due to the simplicity of the modeling process and ease of resolution even for large scale models. Unfortunately, the second property is usually lost when the cost function that needs to be robustified is not concave … Read more