Linear Programming Example
This example demonstrates the basic procedure of implementing the XProg toolbox.
This example demonstrates the basic procedure of implementing the XProg toolbox.
Quadratic Programming Example
The way of defining quadratic function and integer decision variables is shown in a wind farm diversification example (Degeilh and Singh 2011)
The way of defining quadratic function and integer decision variables is shown in a wind farm diversification example (Degeilh and Singh 2011)
Stochastic Programming Example
The scenario-representation of uncertainty can be easily implemented by using cell array structure in MATLAB
The scenario-representation of uncertainty can be easily implemented by using cell array structure in MATLAB
Robust Optimization Example
This example (Bertsimas and Sim 2004) shows how to define random variables and uncertainty sets in XProg
This example (Bertsimas and Sim 2004) shows how to define random variables and uncertainty sets in XProg
Adjustable Robust Optimization Example
This example (Ben-Tal et. al. 2004) demonstrates defining linear decision rules to approximate adjustable decisions in multi-stage robust optimization problems
This example (Ben-Tal et. al. 2004) demonstrates defining linear decision rules to approximate adjustable decisions in multi-stage robust optimization problems
Simple Distributionally Robust Optimization Example
A simple distributionally robust optimization example is presented to demonstrate how to define ambiguity sets and generalized decision rules.
A simple distributionally robust optimization example is presented to demonstrate how to define ambiguity sets and generalized decision rules.
Distributionally Robust Optimization for the Newsvendor Problem
The newsvendor problem formulated as a distributionally robust optimization model
The newsvendor problem formulated as a distributionally robust optimization model