Multiple kernel learning-aided robust optimization: Learning algorithm, computational tractability, and usage in multi-stage decision-making

This publication has 59 references indexed in Scilit:

• Demand response models with correlated price data: A robust optimization approach
  Applied Energy, 2012
• A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: II. Probabilistic Guarantees on Constraint Satisfaction
  Industrial & Engineering Chemistry Research, 2012
• A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: I. Robust Linear Optimization and Robust Mixed Integer Linear Optimization
  Industrial & Engineering Chemistry Research, 2011
• LIBSVM
  ACM Transactions on Intelligent Systems and Technology, 2011
• An integer programming approach for linear programs with probabilistic constraints
  Mathematical Programming, 2008
• Robust linear optimization under general norms
  Operations Research Letters, 2004
• Adjustable robust solutions of uncertain linear programs
  Mathematical Programming, 2004
• Robust discrete optimization and network flows
  Mathematical Programming, 2003
• Estimating the Support of a High-Dimensional Distribution
  Neural Computation, 2001
• Robust solutions of uncertain linear programs
  Operations Research Letters, 1999