Meike Reusken

Reverse stress testing for supply chains

  • Busra Gultekin
  • Frans J.C.T. de Ruiter
  • Meike Reusken
  • Sander de Leeuw
    • Categories Applications - OR and Management Sciences, Integer Programming, Supply Chain Management Tags , , ,

    This study introduces reverse stress testing for supply chains, designed to identify the minimal deviations from normal operations that would drive supply chains to a predefined performance failure. First, we present a framework for reverse stress testing with the purpose of assessing supply chain vulnerabilities. The framework involves six steps: selecting risk variables, defining baselines, … Read more

    Hidden convexity in a class of optimization problems with bilinear terms

  • Bram L. Gorissen
  • Meike Reusken
  • Dick den Hertog
    • Categories Nonlinear Optimization, Robust Optimization Tags , , ,

    In this paper we identify a new class of nonconvex optimization problems that can be equivalently reformulated to convex ones. These nonconvex problems can be characterized by convex functions with bilinear arguments. We describe several examples of important applications that have this structure. These include the problems with variable coefficients, the dual of robust nonlinear … Read more