Dick den Hertog

According to our database1, Dick den Hertog authored at least 62 papers between 1991 and 2021.

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Bibliography

2021
A distributionally robust analysis of the program evaluation and review technique.
Eur. J. Oper. Res., 2021

2020
Reducing Conservatism in Robust Optimization.
INFORMS J. Comput., 2020

2019
Robust Optimization of Dose-Volume Metrics for Prostate HDR-Brachytherapy Incorporating Target and OAR Volume Delineation Uncertainties.
INFORMS J. Comput., 2019

A survey of adjustable robust optimization.
Eur. J. Oper. Res., 2019

An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information.
Eur. J. Oper. Res., 2019

2018
When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
Math. Program., 2018

Adjustable Robust Optimization via Fourier-Motzkin Elimination.
Oper. Res., 2018

Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information.
Oper. Res., 2018

Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection.
INFORMS J. Comput., 2018

2017
Optimal Strategies for Flood Prevention.
Manag. Sci., 2017

Globalized Robust Optimization for Nonlinear Uncertain Inequalities.
INFORMS J. Comput., 2017

Adjustable Robust Optimisation approach to optimise discounts for multi-period supply chain coordination under demand uncertainty.
Int. J. Prod. Res., 2017

Centered solutions for uncertain linear equations.
Comput. Manag. Sci., 2017

Robust optimization of uncertain multistage inventory systems with inexact data in decision rules.
Comput. Manag. Sci., 2017

Robust shift generation in workforce planning.
Comput. Manag. Sci., 2017

2016
Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures.
SIAM Rev., 2016

The impact of the existence of multiple adjustable robust solutions.
Math. Program., 2016

Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set.
INFORMS J. Comput., 2016

2015
Deriving robust counterparts of nonlinear uncertain inequalities.
Math. Program., 2015

2014
Hidden conic quadratic representation of some nonconvex quadratic optimization problems.
Math. Program., 2014

Technical Note - Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets.
Oper. Res., 2014

Economically Efficient Standards to Protect the Netherlands Against Flooding.
Interfaces, 2014

2013
Special issue in honour of Professor Kees Roos' 70th Birthday.
Optim. Methods Softw., 2013

An impulse control approach to dike height optimization.
Optim. Methods Softw., 2013

Robust Solutions of Optimization Problems Affected by Uncertain Probabilities.
Manag. Sci., 2013

Safe Approximations of Ambiguous Chance Constraints Using Historical Data.
INFORMS J. Comput., 2013

Robust counterparts of inequalities containing sums of maxima of linear functions.
Eur. J. Oper. Res., 2013

2012
Approximating the Pareto set of multiobjective linear programs via robust optimization.
Oper. Res. Lett., 2012

Safe Dike Heights at Minimal Costs: The Nonhomogeneous Case.
Oper. Res., 2012

2011
A Method for Approximating Univariate Convex Functions Using Only Function Value Evaluations.
INFORMS J. Comput., 2011

Enhancement of Sandwich Algorithms for Approximating Higher-Dimensional Convex Pareto Sets.
INFORMS J. Comput., 2011

2010
On the Importance of Data Balancing for Symbolic Regression.
IEEE Trans. Evol. Comput., 2010

One-dimensional nested maximin designs.
J. Glob. Optim., 2010

Puzzle - Solving the Battleship Puzzle as an Integer Programming Problem.
INFORMS Trans. Educ., 2010

2009
Order of Nonlinearity as a Complexity Measure for Models Generated by Symbolic Regression via Pareto Genetic Programming.
IEEE Trans. Evol. Comput., 2009

Response surface methodology with stochastic constraints for expensive simulation.
J. Oper. Res. Soc., 2009

2008
Robust optimization using computer experiments.
Eur. J. Oper. Res., 2008

The effect of transformations on the approximation of univariate (convex) functions with applications to Pareto curves.
Eur. J. Oper. Res., 2008

On the complexity of optimization over the standard simplex.
Eur. J. Oper. Res., 2008

2007
Efficient Line Search Methods for Convex Functions.
SIAM J. Optim., 2007

Maximin Latin Hypercube Designs in Two Dimensions.
Oper. Res., 2007

The Netherlands Schedules Track Maintenance to Improve Track Workers' Safety.
Interfaces, 2007

2006
The correct Kriging variance estimated by bootstrapping.
J. Oper. Res. Soc., 2006

Response surface methodology's steepest ascent and step size revisited: Correction.
Eur. J. Oper. Res., 2006

Solving Rummikub Problems by Integer Linear Programming.
Comput. J., 2006

Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing.
Proceedings of the Computational Science and Its Applications, 2006

2005
Constrained optimization involving expensive function evaluations: A sequential approach.
Eur. J. Oper. Res., 2005

2004
Response surface methodology's steepest ascent and step size revisited.
Eur. J. Oper. Res., 2004

2003
Constrained Maximin Designs for Computer Experiments.
Technometrics, 2003

Collaborative Metamodeling: Coordinating Simulation-based Product Design.
Concurr. Eng. Res. Appl., 2003

2002
Optimizing color picture tubes by high-cost nonlinear programming.
Eur. J. Oper. Res., 2002

Recent advances in simulation optimization: response surface methodology revisited.
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

1998
Computational issues in high performance software nonlinear optimization : Kluwer Academic Publishers, 1997, US$ 115.00, ISBN: 0792398629, 158 pages, hb.
Eur. J. Oper. Res., 1998

Interior point methods of mathematical programming : Kluwer Academic Publishers, 1996, ISBN 0-79234201-1, hb., Fl 385, 528 pages.
Eur. J. Oper. Res., 1998

1995
A sufficient condition for self-concordance, with application to some classes of structured convex programming problems.
Math. Program., 1995

A logarithmic barrier cutting plane method for convex programming.
Ann. Oper. Res., 1995

1993
Degeneracy in interior point methods for linear programming: a survey.
Ann. Oper. Res., 1993

A Long-Step Barrier Method for Convex Quadratic Programming.
Algorithmica, 1993

1992
A Complexity Reduction for the Long-Step Path-Following Algorithm for Linear Programming.
SIAM J. Optim., 1992

A Large-Step Analytic Center Method for a Class of Smooth Convex Programming Problems.
SIAM J. Optim., 1992

A build-up variant of the logarithmic barrier method for LP.
Oper. Res. Lett., 1992

1991
A survey of search directions in interior point methods for linear programming.
Math. Program., 1991


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