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From the Fall issue of Stanford Social Innovation Review

Another operations research paper of mine

Since my previous post on two recent papers of mine attracted quite a few viewers, maybe you'll find the following one insteresting as well: "Robust Binary Optimization using a Safe Tractable Approximation", this time with former PhD student Ruken Duzgun, now at Marriott International.

Abstract: We present a robust optimization approach to 0-1 linear programming with uncertain objective coefficients based on a safe tractable approximation of chance constraints, when only the first two moments and the support of the random parameters is known. We obtain nonlinear problems with only one additional (continuous) variable. The resulting robust optimization problems can be interpreted as nominal problems with modified coefficients. We compare our approach with Bertsimas and Sim (2003). In numerical experiments, we obtain solutions of similar quality in faster time.

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