{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,8,22]],"date-time":"2024-08-22T19:33:24Z","timestamp":1724355204866},"reference-count":20,"publisher":"Institute for Operations Research and the Management Sciences (INFORMS)","issue":"3","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Operations Research"],"published-print":{"date-parts":[[2014,6]]},"abstract":" We propose a new way to derive tractable robust counterparts of a linear program based on the duality between the robust (\u201cpessimistic\u201d) primal problem and its \u201coptimistic\u201d dual. First we obtain a new convex reformulation of the dual problem of a robust linear program, and then show how to construct the primal robust solution from the dual optimal solution. Our result allows many new uncertainty regions to be considered. We give examples of tractable uncertainty regions that were previously intractable. The results are illustrated by solving a multi-item newsvendor problem. We also apply the new method to the globalized robust counterpart scheme and show its tractability. <\/jats:p>","DOI":"10.1287\/opre.2014.1265","type":"journal-article","created":{"date-parts":[[2014,4,29]],"date-time":"2014-04-29T18:34:15Z","timestamp":1398796455000},"page":"672-679","source":"Crossref","is-referenced-by-count":24,"title":["Technical Note\u2014Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets"],"prefix":"10.1287","volume":"62","author":[{"given":"Bram L.","family":"Gorissen","sequence":"first","affiliation":[{"name":"Department of Econometrics and Operations Research, Tilburg University"}]},{"given":"Hans","family":"Blanc","sequence":"additional","affiliation":[{"name":"Department of Econometrics and Operations Research, Tilburg University"}]},{"given":"Dick","family":"den Hertog","sequence":"additional","affiliation":[{"name":"Department of Econometrics and Operations Research, Tilburg University"}]},{"given":"Aharon","family":"Ben-Tal","sequence":"additional","affiliation":[{"name":"Department of Industrial Engineering and Management, Technion\u2013Israel Institute of Technology; and CentER, Tilburg University"}]}],"member":"109","reference":[{"key":"B1","first-page":"1705","volume":"6","author":"Banerjee A","year":"2005","journal-title":"J. Mach. Learn. Res."},{"key":"B2","doi-asserted-by":"publisher","DOI":"10.1016\/j.orl.2008.09.010"},{"key":"B3","doi-asserted-by":"publisher","DOI":"10.1287\/moor.23.4.769"},{"key":"B4","doi-asserted-by":"publisher","DOI":"10.1007\/s10107-005-0679-z"},{"key":"B5","author":"Ben-Tal A","year":"2014","journal-title":"Math. Programming."},{"key":"B6","doi-asserted-by":"publisher","DOI":"10.1515\/9781400831050"},{"key":"B7","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.1120.1641"},{"key":"B8","doi-asserted-by":"publisher","DOI":"10.1137\/080734510"},{"key":"B10","doi-asserted-by":"publisher","DOI":"10.1016\/0041-5553(67)90040-7"},{"key":"B11","doi-asserted-by":"publisher","DOI":"10.1515\/9781400884179"},{"key":"B12","doi-asserted-by":"publisher","DOI":"10.1137\/S0895479896298130"},{"key":"B13","doi-asserted-by":"publisher","DOI":"10.1287\/opre.24.4.783"},{"key":"B14","doi-asserted-by":"publisher","DOI":"10.1287\/moor.28.1.1.14260"},{"key":"B15","doi-asserted-by":"publisher","DOI":"10.1007\/BF00939274"},{"key":"B16","doi-asserted-by":"publisher","DOI":"10.1007\/BF02911675"},{"key":"B17","first-page":"547","volume-title":"Proc. 4th Berkeley Symp. Math., Statist. Probab.","author":"R\u00e9nyi A","year":"1961"},{"key":"B18","doi-asserted-by":"publisher","DOI":"10.1515\/9781400873173"},{"key":"B20","doi-asserted-by":"publisher","DOI":"10.1007\/BF00934321"},{"key":"B21","doi-asserted-by":"publisher","DOI":"10.1287\/opre.22.4.892"},{"key":"B22","doi-asserted-by":"publisher","DOI":"10.1287\/opre.28.4.1005"}],"container-title":["Operations Research"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/pubsonline.informs.org\/doi\/pdf\/10.1287\/opre.2014.1265","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,4,2]],"date-time":"2023-04-02T20:32:29Z","timestamp":1680467549000},"score":1,"resource":{"primary":{"URL":"https:\/\/pubsonline.informs.org\/doi\/10.1287\/opre.2014.1265"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014,6]]},"references-count":20,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2014,6]]}},"alternative-id":["10.1287\/opre.2014.1265"],"URL":"https:\/\/doi.org\/10.1287\/opre.2014.1265","relation":{},"ISSN":["0030-364X","1526-5463"],"issn-type":[{"value":"0030-364X","type":"print"},{"value":"1526-5463","type":"electronic"}],"subject":[],"published":{"date-parts":[[2014,6]]}}}