Photo of Dick Hertog, den
  • Warandelaan 2, Prisma Building, room P 2.224

    5037 AB Tilburg

    Netherlands

1989 …2019
If you made any changes in Pure these will be visible here soon.

Research Output 1989 2019

Filter
Discussion paper
2017

Extending the Scope of Robust Quadratic Optimization

Marandi, A., Ben-Tal, A., den Hertog, D. & Melenberg, B., Jun 2017, (Submitted) Optimization Online.

Research output: Working paperDiscussion paperOther research output

Covariance matrix
Uncertainty
2016
549 Downloads (Pure)

Adjustable Robust Strategies for Flood Protection

Postek, K., den Hertog, D., Kind, J. & Pustjens, C., 21 Sep 2016, Tilburg: Operations research, 24 p. (CentER Discussion Paper ; vol. 2016-038).

Research output: Working paperDiscussion paperOther research output

File
cost
estuary
flood protection
modeling
decision
176 Downloads (Pure)

Centered Solutions for Uncertain Linear Equations (revision of CentER DP 2015-044)

Zhen, J. & den Hertog, D., 22 Dec 2016, Tilburg: CentER, Center for Economic Research, 26 p. (CentER Discussion Paper; vol. 2016-048).

Research output: Working paperDiscussion paperOther research output

File
Linear equations
Uncertainty
206 Downloads (Pure)

Efficient Methods for Several Classes of Ambiguous Stochastic Programming Problems under Mean-MAD Information

Postek, K., Romeijnders, W., den Hertog, D. & van der Vlerk, M. H., 22 Sep 2016, Tilburg: Operations research, 48 p. (CentER Discussion Paper; vol. 2016-039).

Research output: Working paperDiscussion paperOther research output

File
Stochastic programming
Integer
Costs
Uncertainty
Deviation
487 Downloads (Pure)

Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set (Revision of CentER Discussion Paper 2014-056)

Postek, K. S. & den Hertog, D., 1 Feb 2016, Tilburg: Operations research, 40 p. (CentER Discussion Paper; vol. 2016-006).

Research output: Working paperDiscussion paperOther research output

Open Access
File
Uncertainty
Integer
Decision rules
Lot sizing
Manpower
657 Downloads (Pure)

The Nutritious Supply Chain: Optimizing Humanitarian Food Aid

Peters, K., Fleuren, H., den Hertog, D., Kavelj, M., Silva, S., Goncalves, R., Ergun, O. & Soldner, M., 28 Nov 2016, Tilburg: CentER, Center for Economic Research, 30 p. (CentER Discussion Paper; vol. 2016-044).

Research output: Working paperDiscussion paperOther research output

File
Supply chains
Linear programming
Recovery
Costs
2015
471 Downloads (Pure)

Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031)

Postek, K. S., den Hertog, D. & Melenberg, B., 28 Sep 2015, Tilburg: Operations research, 54 p. (CentER Discussion Paper; vol. 2015-047).

Research output: Working paperDiscussion paperOther research output

File
Probability distributions
Finance
Antenna arrays
Random variables
Economics
154 Downloads (Pure)

Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection

Zhen, J. & den Hertog, D., 21 Jan 2015, Tilburg: CentER, Center for Economic Research, 28 p. (CentER Discussion Paper; vol. 2015-004).

Research output: Working paperDiscussion paperOther research output

File
Color
527 Downloads (Pure)

Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information

Postek, K., Ben-Tal, A., den Hertog, D. & Melenberg, B., 5 Jun 2015, Tilburg: CentER, Center for Economic Research, 36 p. (CentER Discussion Paper; vol. 2015-030).

Research output: Working paperDiscussion paperOther research output

File
Ambiguous
Robust Optimization
Chance Constraints
Convex Constraints
Random Parameters
659 Downloads (Pure)

Globalized Robust Optimization for Nonlinear Uncertain Inequalities

Ben-Tal, A., Brekelmans, R., den Hertog, D. & Vial, J. P., 15 Jun 2015, Tilburg: Department of Econometrics, 29 p. (CentER Discussion Paper; vol. 2015-031).

Research output: Working paperDiscussion paperOther research output

File
methodology
parameter
371 Downloads (Pure)

Robust Solutions for Systems of Uncertain Linear Equations

Zhen, J. & den Hertog, D., 26 Aug 2015, (Unpublished) Tilburg: CentER, Center for Economic Research, 33 p. (CentER Discussion Paper; vol. 2015-044).

Research output: Working paperDiscussion paperOther research output

File
Linear equation
Intersection
Minimise
Calculate
Matrix Models
2014
430 Downloads (Pure)

Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data

de Ruiter, F. J. C. T., Ben-Tal, A., Brekelmans, R. C. M. & den Hertog, D., 2014, Tilburg: Operations research, 31 p. (CentER Discussion Paper; vol. 2014-003).

Research output: Working paperDiscussion paperOther research output

File
Information management
Big data
513 Downloads (Pure)

Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set

Postek, K. S. & den Hertog, D., 25 Sep 2014, Tilburg: Operations research, 32 p. (CentER Discussion Paper; vol. 2014-056).

Research output: Working paperDiscussion paperOther research output

File
Budget control
Computational complexity
Uncertainty
968 Downloads (Pure)

Tractable Counterparts of Distributionally Robust Constraints on Risk Measures

Postek, K. S., den Hertog, D. & Melenberg, B., 9 May 2014, Tilburg: Operations research, 39 p. (CentER Discussion Paper; vol. 2014-031).

Research output: Working paperDiscussion paperOther research output

File
Risk Measures
Conditional Value at Risk
Portfolio Optimization
Uncertainty
Anderson-Darling Test
2013
361 Downloads (Pure)

Adjustable Robust Parameter Design with Unknown Distributions

Yanikoglu, I., den Hertog, D. & Kleijnen, J. P. C., 2013, Tilburg: Econometrics, 30 p. (CentER Discussion Paper; vol. 2013-022).

Research output: Working paperDiscussion paperOther research output

File
Experiments
Mathematical programming
Quality control
205 Downloads (Pure)

Hints for practical robust optimization

Gorissen, B. L., Yanikoglu, I. & den Hertog, D., 2013, Tilburg: Operations research, 37 p. (CentER Discussion Paper; vol. 2013-065).

Research output: Working paperDiscussion paperOther research output

young
2012
339 Downloads (Pure)

A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets

Gorissen, B. L., Ben-Tal, A., Blanc, J. P. C. & den Hertog, D., 2012, Tilburg: Operations research, 16 p. (CentER Discussion Paper; vol. 2012-076).

Research output: Working paperDiscussion paperOther research output

File
Conic Optimization
Linear Optimization
Optimization Problem
Uncertainty
Newsvendor Problem
342 Downloads (Pure)

An Impulse Control Approach to Dike Height Optimization (Revised version of CentER DP 2011-097)

Chahim, M., Brekelmans, R. C. M., den Hertog, D. & Kort, P. M., 2012, Tilburg: Operations research, 24 p. (CentER Discussion Paper; vol. 2012-079).

Research output: Working paperDiscussion paperOther research output

File
Levees
Maximum principle
Dynamic programming
275 Downloads (Pure)

Approximating the Pareto Set of Multiobjective Linear Programs via Robust Optimization

Gorissen, B. L. & den Hertog, D., 2012, Tilburg: Operations research, 14 p. (CentER Discussion Paper; vol. 2012-031).

Research output: Working paperDiscussion paperOther research output

File
Polynomials
Polynomial approximation
Multiobjective optimization
Set theory
668 Downloads (Pure)

Deriving Robust Counterparts of Nonlinear Uncertain Inequalities

Ben-Tal, A., den Hertog, D. & Vial, J. P., 2012, Tilburg: Operations research, 32 p. (CentER Discussion Paper; vol. 2012-053).

Research output: Working paperDiscussion paperOther research output

File
Support Function
Uncertain Parameters
Fenchel Duality
Uncertainty
Conjugate functions
2011

An Impulse Control Approach to Dike Height Optimization (Replaced by CentER DP 2012-079)

Chahim, M., Brekelmans, R. C. M., den Hertog, D. & Kort, P. M., 2011, Tilburg: Operations research, (CentER Discussion Paper; vol. 2011-097).

Research output: Working paperDiscussion paperOther research output

Levees
Maximum principle
Dynamic programming
268 Downloads (Pure)

Hidden Convexity in Partially Separable Optimization

Ben-Tal, A., den Hertog, D. & Laurent, M., 2011, Tilburg: Operations research, (CentER Discussion Paper; vol. 2011-070).

Research output: Working paperDiscussion paperOther research output

File
Nonconvex Problems
Convexity
Optimal Solution
Optimization Problem
Convex Relaxation
281 Downloads (Pure)

Immunizing Conic Quadratic Optimization Problems Against Implementation Errors

Ben-Tal, A. & den Hertog, D., 2011, Tilburg: Operations research, (CentER Discussion Paper; vol. 2011-060).

Research output: Working paperDiscussion paperOther research output

File
Conic Optimization
Quadratic Optimization
Quadratic Constraint
Optimization Problem
Lemma
274 Downloads (Pure)

Robust Counterparts of Inequalities Containing Sums of Maxima of Linear Functions

Gorissen, B. L. & den Hertog, D., 2011, Tilburg: Operations research, (CentER Discussion Paper; vol. 2011-115).

Research output: Working paperDiscussion paperOther research output

File
Linear Function
Reformulation
Uncertainty
Inventory Management
Robust Optimization
804 Downloads (Pure)

Robust Solutions of Optimization Problems Affected by Uncertain Probabilities

Ben-Tal, A., den Hertog, D., De Waegenaere, A. M. B., Melenberg, B. & Rennen, G., 2011, Tilburg: Operations research, (CentER Discussion Paper; vol. 2011-061).

Research output: Working paperDiscussion paperOther research output

File
Divergence
Linear Optimization
Optimization Problem
Uncertainty
Confidence Set
264 Downloads (Pure)

Safe Approximations of Chance Constraints Using Historical Data

Yanikoglu, I. & den Hertog, D., 2011, Tilburg: Operations research, 39 p. (CentER Discussion Paper; vol. 2011-137).

Research output: Working paperDiscussion paperOther research output

File
Statistics
Uncertainty
2009
287 Downloads (Pure)

Enhancement of Sandwich Algorithms for Approximating Higher Dimensional Convex Pareto Sets

Rennen, G., van Dam, E. R. & den Hertog, D., 2009, Tilburg: Operations research, 39 p. (CentER Discussion Paper; vol. 2009-52).

Research output: Working paperDiscussion paperOther research output

File
Radiotherapy
Multiobjective optimization
297 Downloads (Pure)

Nested Maximin Latin Hypercube Designs

Rennen, G., Husslage, B. G. M., van Dam, E. R. & den Hertog, D., 2009, Tilburg: Operations research, 21 p. (CentER Discussion Paper; vol. 2009-06).

Research output: Working paperDiscussion paperOther research output

File
Latin Hypercube Design
Maximin
Nested Design
Grid
Computer Experiments
2008
387 Downloads (Pure)

On Markov Chains with Uncertain Data

Blanc, J. P. C. & den Hertog, D., 2008, Tilburg: Operations research, 20 p. (CentER Discussion Paper; vol. 2008-50).

Research output: Working paperDiscussion paperOther research output

File
Uncertain Data
Markov chain
Uncertainty
Transition Probability
Second-order Cone
296 Downloads (Pure)

Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)

Husslage, B. G. M., Rennen, G., van Dam, E. R. & den Hertog, D., 2008, Tilburg: Operations research, 15 p. (CentER Discussion Paper; vol. 2008-104).

Research output: Working paperDiscussion paperOther research output

File
Latin Hypercube Design
Computer Experiments
Maximin
Stochastic Algorithms
Evolutionary Algorithms
2007
234 Downloads (Pure)

A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations

Siem, A. Y. D., den Hertog, D. & Hoffmann, A. L., 2007, Tilburg: Operations research, 26 p. (CentER Discussion Paper; vol. 2007-67).

Research output: Working paperDiscussion paperOther research output

Open Access
File
Derivatives
254 Downloads (Pure)

Kriging Models That Are Robust With Respect to Simulation Errors

Siem, A. Y. D. & den Hertog, D., 2007, Tilburg: Operations research, 28 p. (CentER Discussion Paper; vol. 2007-68).

Research output: Working paperDiscussion paperOther research output

File
Experiments
2006
282 Downloads (Pure)

Optimization of Univariate Functions on Bounded Intervals by Interpolation and Semidefinite Programming

de Klerk, E., Elfadul, G. E. E. & den Hertog, D., 2006, Tilburg: Operations research, 22 p. (CentER Discussion Paper; vol. 2006-26).

Research output: Working paperDiscussion paperOther research output

Open Access
File
Semidefinite Programming
Univariate
Interpolate
Interval
Optimization

Space-Filling Latin Hypercube Designs for Computer Experiments (Replaced by CentER DP 2008-104)

Husslage, B. G. M., Rennen, G., van Dam, E. R. & den Hertog, D., 2006, Tilburg: Operations research, 12 p. (CentER Discussion Paper; vol. 2006-18).

Research output: Working paperDiscussion paperOther research output

Latin Hypercube Design
Computer Experiments
Maximin
Simulated Annealing
Computer Simulation
209 Downloads (Pure)

The Effect of Transformations on the Approximation of Univariate (Convex) Functions with Applications to Pareto Curves

Siem, A. Y. D., den Hertog, D. & Hoffmann, A. L., 2006, Tilburg: Operations research, 23 p. (CentER Discussion Paper; vol. 2006-66).

Research output: Working paperDiscussion paperOther research output

File
Pareto
Convex function
Univariate
Curve
Approximation
311 Downloads (Pure)

Why Methods for Optimization Problems with Time-Consuming Function Evaluations and Integer Variables Should Use Global Approximation Models

Driessen, L., Brekelmans, R. C. M., Gerichhausen, M., Hamers, H. J. M. & den Hertog, D., 2006, Tilburg: Operations research, 19 p. (CentER Discussion Paper; vol. 2006-4).

Research output: Working paperDiscussion paperOther research output

File
Evaluation Function
Optimization Problem
Integer
Approximation
Local Approximation
2005
277 Downloads (Pure)

Discrete Least-norm Approximation by Nonnegative (Trigonomtric) Polynomials and Rational Functions

Siem, A. Y. D., de Klerk, E. & den Hertog, D., 2005, Tilburg: Operations research, 21 p. (CentER Discussion Paper; vol. 2005-73).

Research output: Working paperDiscussion paperOther research output

Open Access
File
Trigonometric Polynomial
Circular function
Polynomial function
Rational function
Non-negative
359 Downloads (Pure)

Maximin Latin Hypercube Designs in Two Dimensions

van Dam, E. R., Husslage, B. G. M., den Hertog, D. & Melissen, H., 2005, Tilburg: Operations research, 16 p. (CentER Discussion Paper; vol. 2005-8).

Research output: Working paperDiscussion paperOther research output

Open Access
File
Latin Hypercube Design
Maximin
Two Dimensions
Distance Measure
Black Box
234 Downloads (Pure)

Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing

Siem, A. Y. D., den Hertog, D. & Hoffmann, A. L., 2005, Tilburg: Operations research, 15 p. (CentER Discussion Paper; vol. 2005-132).

Research output: Working paperDiscussion paperOther research output

Open Access
File
Smoothing
Norm
Approximation
Evaluation Function
Smoothing Methods
265 Downloads (Pure)

Nested Maximin Latin Hypercube Designs in Two Dimensions

Husslage, B. G. M., van Dam, E. R. & den Hertog, D., 2005, Tilburg: Operations research, 12 p. (CentER Discussion Paper; vol. 2005-79).

Research output: Working paperDiscussion paperOther research output

Open Access
File
Latin Hypercube Design
Maximin
Black Box
Nested Design
Two Dimensions
223 Downloads (Pure)

On the Complexity of Optimization over the Standard Simplex

de Klerk, E., den Hertog, D. & Elfadul, G. E. E., 2005, Tilburg: Operations research, 13 p. (CentER Discussion Paper; vol. 2005-125).

Research output: Working paperDiscussion paperOther research output

Open Access
File
Polynomial Time Approximation Scheme
Optimization
Polynomial
Lipschitz Function
Hypercube
266 Downloads (Pure)

Robust Optimization Using Computer Experiments

Stinstra, E. & den Hertog, D., 2005, Tilburg: Operations research, 29 p. (CentER Discussion Paper; vol. 2005-90).

Research output: Working paperDiscussion paperOther research output

File
Experiments
Linear regression
2004
236 Downloads (Pure)

Efficient Line Searching for Convex Functions

den Boef, E. & den Hertog, D., 2004, Tilburg: Operations research, 23 p. (CentER Discussion Paper; vol. 2004-52).

Research output: Working paperDiscussion paperOther research output

File
223 Downloads (Pure)

One-Dimensional Nested Maximin Designs

van Dam, E. R., Husslage, B. G. M. & den Hertog, D., 2004, Tilburg: Operations research, 14 p. (CentER Discussion Paper; vol. 2004-66).

Research output: Working paperDiscussion paperOther research output

Open Access
File
Maximin
Black Box
Nest
Percent
Nested Design
460 Downloads (Pure)

The Correct Kriging Variance Estimated by Bootstrapping

den Hertog, D., Kleijnen, J. P. C. & Siem, A. Y. D., 2004, Tilburg: Operations research, 22 p. (CentER Discussion Paper; vol. 2004-46).

Research output: Working paperDiscussion paperOther research output

File
Kriging
Bootstrapping
Computer experiments
Geostatistics
2003
237 Downloads (Pure)

Coordination of Coupled Black Box Simulations in the Construction of Metamodels

Husslage, B. G. M., van Dam, E. R., den Hertog, D., Stehouwer, H. P. & Stinstra, E., 2003, Tilburg: Operations research, 14 p. (CentER Discussion Paper; vol. 2003-2).

Research output: Working paperDiscussion paperOther research output

Open Access
File
Throughput
Product design
283 Downloads (Pure)

Gradient Estimation Schemes for Noisy Functions

Brekelmans, R. C. M., Driessen, L., Hamers, H. J. M. & den Hertog, D., 2003, Tilburg: Operations research, 22 p. (CentER Discussion Paper; vol. 2003-12).

Research output: Working paperDiscussion paperOther research output

File
Gradient Estimation
Gradient Estimate
Design of Experiments
Nonlinear Programming
Finite Difference Scheme
289 Downloads (Pure)

Gradient Estimation using Lagrange Interpolation Polynomials

Hamers, H. J. M., Brekelmans, R. C. M., Driessen, L. & den Hertog, D., 2003, Tilburg: Operations research, 18 p. (CentER Discussion Paper; vol. 2003-101).

Research output: Working paperDiscussion paperOther research output

File
Gradient Estimation
Lagrange Interpolation
Polynomial
Mean Squared Error
Evaluation
2002
259 Downloads (Pure)

Response Surface Methodology's Steepest Ascent and Step Size Revisited

Kleijnen, J. P. C., den Hertog, D. & Angun, M. E., 2002, Tilburg: Operations research, 32 p. (CentER Discussion Paper; vol. 2002-64).

Research output: Working paperDiscussion paperOther research output

File
Mathematical programming
Statistical methods
Experiments
Polynomials
2001
297 Downloads (Pure)

Constrained Optimization Involving Expensive Function Evaluations: A Sequential Approach

Brekelmans, R. C. M., Driessen, L., Hamers, H. J. M. & den Hertog, D., 2001, Tilburg: Operations research, 25 p. (CentER Discussion Paper; vol. 2001-87).

Research output: Working paperDiscussion paperOther research output

File
Function evaluation
Constrained optimization
Derivatives
Geometry
Design of experiments