Solving two-stage robust optimization problems using a column-and-constraint generation method

The Price of Robustness

Dimitris Bertsimas, Melvyn Sim · Operations Research · 2004 · 4.4K citations

Natural Sciences, Mathematics, Optimization +15

Partitioning procedures for solving mixed-variables programming problems

J. F. Benders · Numerische Mathematik · 1962 · 3.8K citations

Natural Sciences, Computer Science, Optimization +7

Robust Convex Optimization

Aharon Ben‐Tal, Arkadi Nemirovski · Mathematics of Operations Research · 1998 · 2.6K citations

Natural Sciences, Computer Science, Mathematics +14

Theory and Applications of Robust Optimization

David B. Brown, Constantine Caramanis, Dimitris Bertsimas · DSpace@MIT (Massachusetts Institute of Technology) · 2010 · 2.5K citations · Full text

Natural Sciences, Finance, Mathematics +12

Generalized Benders decomposition

Arthur M. Geoffrion · Journal of Optimization Theory and Applications · 1972 · 2.5K citations