{"id":"https://openalex.org/W2782362620","doi":"https://doi.org/10.1287/opre.2017.1714","title":"Adjustable Robust Optimization via Fourier\u2013Motzkin Elimination","display_name":"Adjustable Robust Optimization via Fourier\u2013Motzkin Elimination","publication_year":2018,"publication_date":"2018-07-24","ids":{"openalex":"https://openalex.org/W2782362620","doi":"https://doi.org/10.1287/opre.2017.1714","mag":"2782362620"},"language":"en","primary_location":{"id":"doi:10.1287/opre.2017.1714","is_oa":false,"landing_page_url":"https://doi.org/10.1287/opre.2017.1714","pdf_url":null,"source":{"id":"https://openalex.org/S125775545","display_name":"Operations Research","issn_l":"0030-364X","issn":["0030-364X","1526-5463"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310315699","host_organization_name":"Institute for Operations Research and the Management Sciences","host_organization_lineage":["https://openalex.org/P4310315699"],"host_organization_lineage_names":["Institute for Operations Research and the Management Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5048669137","display_name":"Jianzhe Zhen","orcid":"https://orcid.org/0000-0001-9826-2209"},"institutions":[{"id":"https://openalex.org/I193700539","display_name":"Tilburg University","ror":"https://ror.org/04b8v1s79","country_code":"NL","type":"education","lineage":["https://openalex.org/I193700539"]}],"countries":["NL"],"is_corresponding":true,"raw_author_name":"Jianzhe Zhen","raw_affiliation_strings":["Department of Econometrics and Operations Research, Tilburg University, 5000 LE Tilburg, Netherlands"],"raw_orcid":"https://orcid.org/0000-0001-9826-2209","affiliations":[{"raw_affiliation_string":"Department of Econometrics and Operations Research, Tilburg University, 5000 LE Tilburg, Netherlands","institution_ids":["https://openalex.org/I193700539"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5029123069","display_name":"Dick den Hertog","orcid":"https://orcid.org/0000-0002-1829-855X"},"institutions":[{"id":"https://openalex.org/I193700539","display_name":"Tilburg University","ror":"https://ror.org/04b8v1s79","country_code":"NL","type":"education","lineage":["https://openalex.org/I193700539"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Dick den Hertog","raw_affiliation_strings":["Department of Econometrics and Operations Research, Tilburg University, 5000 LE Tilburg, Netherlands"],"raw_orcid":"https://orcid.org/0000-0002-1829-855X","affiliations":[{"raw_affiliation_string":"Department of Econometrics and Operations Research, Tilburg University, 5000 LE Tilburg, Netherlands","institution_ids":["https://openalex.org/I193700539"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5086975125","display_name":"Melvyn Sim","orcid":"https://orcid.org/0000-0001-9798-2482"},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Melvyn Sim","raw_affiliation_strings":["NUS Business School, National University of Singapore, Singapore 119245"],"raw_orcid":"https://orcid.org/0000-0001-9798-2482","affiliations":[{"raw_affiliation_string":"NUS Business School, National University of Singapore, Singapore 119245","institution_ids":["https://openalex.org/I165932596"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5048669137"],"corresponding_institution_ids":["https://openalex.org/I193700539"],"apc_list":null,"apc_paid":null,"fwci":9.2672,"has_fulltext":false,"cited_by_count":104,"citation_normalized_percentile":{"value":0.98031902,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":100},"biblio":{"volume":"66","issue":"4","first_page":"1086","last_page":"1100"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10963","display_name":"Advanced Optimization Algorithms Research","score":0.9962999820709229,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10545","display_name":"Optimization and Variational Analysis","score":0.9937000274658203,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/scheme","display_name":"Scheme (mathematics)","score":0.6993544697761536},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6675452589988708},{"id":"https://openalex.org/keywords/simple","display_name":"Simple (philosophy)","score":0.6013347506523132},{"id":"https://openalex.org/keywords/robust-optimization","display_name":"Robust optimization","score":0.5803185701370239},{"id":"https://openalex.org/keywords/linear-programming","display_name":"Linear programming","score":0.5633479356765747},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5586181282997131},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.5395227670669556},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.5110501050949097},{"id":"https://openalex.org/keywords/fourier-transform","display_name":"Fourier transform","score":0.4707779586315155},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4409732520580292},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4122796654701233},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.10322350263595581}],"concepts":[{"id":"https://openalex.org/C77618280","wikidata":"https://www.wikidata.org/wiki/Q1155772","display_name":"Scheme (mathematics)","level":2,"score":0.6993544697761536},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6675452589988708},{"id":"https://openalex.org/C2780586882","wikidata":"https://www.wikidata.org/wiki/Q7520643","display_name":"Simple (philosophy)","level":2,"score":0.6013347506523132},{"id":"https://openalex.org/C193254401","wikidata":"https://www.wikidata.org/wiki/Q2160088","display_name":"Robust optimization","level":2,"score":0.5803185701370239},{"id":"https://openalex.org/C41045048","wikidata":"https://www.wikidata.org/wiki/Q202843","display_name":"Linear programming","level":2,"score":0.5633479356765747},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5586181282997131},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.5395227670669556},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.5110501050949097},{"id":"https://openalex.org/C102519508","wikidata":"https://www.wikidata.org/wiki/Q6520159","display_name":"Fourier transform","level":2,"score":0.4707779586315155},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4409732520580292},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4122796654701233},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.10322350263595581},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1287/opre.2017.1714","is_oa":false,"landing_page_url":"https://doi.org/10.1287/opre.2017.1714","pdf_url":null,"source":{"id":"https://openalex.org/S125775545","display_name":"Operations Research","issn_l":"0030-364X","issn":["0030-364X","1526-5463"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310315699","host_organization_name":"Institute for Operations Research and the Management Sciences","host_organization_lineage":["https://openalex.org/P4310315699"],"host_organization_lineage_names":["Institute for Operations Research and the Management Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:tilburguniversity.edu:openaire_cris_publications/2d4dce37-bd31-418e-9371-9ad48f37b779","is_oa":false,"landing_page_url":"https://research.tilburguniversity.edu/en/publications/2d4dce37-bd31-418e-9371-9ad48f37b779","pdf_url":null,"source":{"id":"https://openalex.org/S4306401490","display_name":"Research portal (Tilburg University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I193700539","host_organization_name":"Tilburg University","host_organization_lineage":["https://openalex.org/I193700539"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Zhen, J, den Hertog, D & Sim, M 2018, 'Adjustable robust optimization via Fourier-Motzkin elimination', Operations Research, vol. 66, no. 4, pp. 1086-1100. https://doi.org/10.1287/opre.2017.1714","raw_type":"info:eu-repo/semantics/publishedVersion"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16","score":0.7599999904632568}],"awards":[],"funders":[{"id":"https://openalex.org/F4320338281","display_name":"Army Research Office","ror":"https://ror.org/05epdh915"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":58,"referenced_works":["https://openalex.org/W347166089","https://openalex.org/W1762430620","https://openalex.org/W1968355947","https://openalex.org/W1971867489","https://openalex.org/W1983643871","https://openalex.org/W1993599556","https://openalex.org/W1995285162","https://openalex.org/W2003777645","https://openalex.org/W2014923785","https://openalex.org/W2017610243","https://openalex.org/W2029359074","https://openalex.org/W2031279008","https://openalex.org/W2043366665","https://openalex.org/W2048679451","https://openalex.org/W2055427156","https://openalex.org/W2066103608","https://openalex.org/W2066503680","https://openalex.org/W2071433523","https://openalex.org/W2072180977","https://openalex.org/W2073791497","https://openalex.org/W2074068554","https://openalex.org/W2078135889","https://openalex.org/W2078355481","https://openalex.org/W2080573456","https://openalex.org/W2084575717","https://openalex.org/W2089105401","https://openalex.org/W2103201064","https://openalex.org/W2106117965","https://openalex.org/W2107968842","https://openalex.org/W2109427113","https://openalex.org/W2118578357","https://openalex.org/W2119303899","https://openalex.org/W2125417745","https://openalex.org/W2131116400","https://openalex.org/W2134702196","https://openalex.org/W2145859674","https://openalex.org/W2151153868","https://openalex.org/W2152790647","https://openalex.org/W2165407100","https://openalex.org/W2165428239","https://openalex.org/W2167106488","https://openalex.org/W2311001255","https://openalex.org/W2400360587","https://openalex.org/W2404750264","https://openalex.org/W2600094625","https://openalex.org/W2798202585","https://openalex.org/W2798344481","https://openalex.org/W2800812001","https://openalex.org/W2962689628","https://openalex.org/W2962752138","https://openalex.org/W3048259557","https://openalex.org/W3097982649","https://openalex.org/W3122564693","https://openalex.org/W3123754946","https://openalex.org/W3124891448","https://openalex.org/W3125338181","https://openalex.org/W4251616545","https://openalex.org/W4301216918"],"related_works":["https://openalex.org/W2372951866","https://openalex.org/W3149055374","https://openalex.org/W2216231335","https://openalex.org/W2053131036","https://openalex.org/W3195104199","https://openalex.org/W2386888822","https://openalex.org/W4386254288","https://openalex.org/W4292572523","https://openalex.org/W2809352861","https://openalex.org/W2056349093"],"abstract_inverted_index":{"We":[0,94],"demonstrate":[1],"how":[2],"adjustable":[3,89,122],"robust":[4,16],"optimization":[5,17,90],"(ARO)":[6],"problems":[7,18,91],"with":[8],"fixed":[9],"recourse":[10],"can":[11,60],"be":[12],"cast":[13],"as":[14],"static":[15],"via":[19,80,96],"Fourier\u2013Motzkin":[20],"elimination":[21],"(FME).":[22],"Through":[23],"the":[24,30,33,76,108,121,126],"lens":[25],"of":[26,32,41,50,120],"FME,":[27],"we":[28,116],"characterize":[29],"structures":[31],"optimal":[34,109],"decision":[35,81,131],"rules":[36],"for":[37,100],"a":[38,48,54,118],"broad":[39],"class":[40],"ARO":[42,69,102],"problems.":[43,70],"A":[44],"scheme":[45,79],"based":[46],"on":[47],"blending":[49],"classical":[51,77],"FME":[52],"and":[53,83],"simple":[55],"linear":[56,130],"programming":[57],"technique":[58,74],"that":[59],"efficiently":[61],"remove":[62],"redundant":[63],"constraints":[64],"is":[65],"developed":[66],"to":[67,87,92],"reformulate":[68],"This":[71],"generic":[72],"reformulation":[73],"enhances":[75],"approximation":[78],"rules,":[82],"it":[84],"enables":[85],"us":[86],"solve":[88],"optimality.":[93],"show":[95],"numerical":[97],"experiments":[98],"that,":[99],"small-sized":[101],"problems,":[103],"our":[104],"novel":[105],"approach":[106],"finds":[107],"solution.":[110],"For":[111],"moderate-":[112],"or":[113],"large-sized":[114],"instances,":[115],"eliminate":[117],"subset":[119],"variables,":[123],"which":[124],"improves":[125],"solutions":[127],"obtained":[128],"from":[129],"rules.":[132]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":19},{"year":2024,"cited_by_count":10},{"year":2023,"cited_by_count":17},{"year":2022,"cited_by_count":12},{"year":2021,"cited_by_count":14},{"year":2020,"cited_by_count":17},{"year":2019,"cited_by_count":5},{"year":2018,"cited_by_count":6},{"year":2017,"cited_by_count":1},{"year":2015,"cited_by_count":1}],"updated_date":"2026-03-27T05:58:40.876381","created_date":"2025-10-10T00:00:00"}
