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Author

  • Dick den Hertog
Article

Adjustable robust optimisation approach to optimise discounts for multi-period supply chain coordination under demand uncertainty

Buhayenko, V. & den Hertog, D., Jul 2017, In : International Journal of Production Research. 55, 22, p. 6801-6823

Research output: Contribution to journalArticleScientificpeer-review

7 Citations (Scopus)

Adjustable robust optimization via Fourier-Motzkin elimination

Zhen, J., den Hertog, D. & Sim, M., Jul 2018, In : Operations Research. 66, 4, p. 1086-1100

Research output: Contribution to journalArticleScientificpeer-review

8 Citations (Scopus)

A framework for inverse planning of beam-on times for 3D small animal radiotherapy using interactive multi-objective optimization

Balvert, M., van Hoof, S. J., Granton, P. V., Trani, D., den Hertog, D., Hoffmann, A. L. & Verhaegen, F., 21 Jul 2015, In : Physics in Medicine and Biology. 60, 14, p. 5681-5698

Research output: Contribution to journalArticleScientificpeer-review

10 Citations (Scopus)

A method for approximating univariate convex functions using only function value evaluations

Siem, A. Y. D., den Hertog, D. & Hoffmann, A. L., 2011, In : INFORMS Journal on Computing. 23, 4, p. 591-604

Research output: Contribution to journalArticleScientificpeer-review

2 Citations (Scopus)

A mixed integer nonlinear optimization approach to optimize dike heights in the Netherlands

Brekelmans, R., Eijgenraam, C., den Hertog, D. & Roos, C., Apr 2014, In : Optima: Mathematical Optimization Society Newsletter. 94, 6 p.

Research output: Contribution to journalArticleScientificpeer-review

An impulse control approach to dike height optimization

Chahim, M., Brekelmans, R. C. M., den Hertog, D. & Kort, P. M., 2013, In : Optimization Methods and Software. 28, 3, p. 458-477

Research output: Contribution to journalArticleScientificpeer-review

6 Citations (Scopus)

Approximating the Pareto set of multiobjective linear programs via robust optimization

Gorissen, B. L. & den Hertog, D., 2012, In : Operations Research Letters. 40, 5, p. 319-324

Research output: Contribution to journalArticleScientificpeer-review

10 Citations (Scopus)

A practical guide to robust optimization

Gorissen, B., Yanikoglu, I. & den Hertog, D., Jun 2015, In : Omega: The international journal of management science. 53, p. 124-137 14 p.

Research output: Contribution to journalArticleScientificpeer-review

158 Citations (Scopus)

Centered solutions for uncertain linear equations

Zhen, J. & den Hertog, D., Oct 2017, In : Computational Management Science. 14, 4, p. 585-610

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
3 Citations (Scopus)
58 Downloads (Pure)

Computationally tractable counterparts of distributionally robust constraints on risk measures

Postek, K., den Hertog, D. & Melenberg, B., 3 Nov 2016, In : SIAM Review. 58, 4, p. 603-650 48 p.

Research output: Contribution to journalArticleScientificpeer-review

11 Citations (Scopus)

Computing the maximum volume inscribed ellipsoid of a polytopic projection

Zhen, J. & den Hertog, D., Jan 2018, In : INFORMS Journal on Computing. 30, 1, p. 31-42

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)

Deriving robust and globalized robust solutions of uncertain linear programs having general convex uncertainty sets

Gorissen, B. L., Blanc, J. P. C., den Hertog, D. & Ben-Tal, A., May 2014, In : Operations Research. 62, 3, p. 672-679

Research output: Contribution to journalArticleScientificpeer-review

14 Citations (Scopus)

Deriving robust counterparts of nonlinear uncertain inequalities

Ben-Tal, A., den Hertog, D. & Vial, J. P., Feb 2015, In : Mathematical Programming. 149, 1-2, p. 265-299

Research output: Contribution to journalArticleScientificpeer-review

55 Citations (Scopus)

Dwell time modulation restrictions do not necessarily improve treatment plan quality for prostate HDR brachytherapy

Balvert, M., Gorissen, B. L., den Hertog, D. & Hoffmann, A. L., Jan 2015, In : Physics in Medicine and Biology. 60, 2, p. 537-548

Research output: Contribution to journalArticleScientificpeer-review

13 Citations (Scopus)

Economically efficient standards to protect the Netherlands against flooding

Eijgenraam, C., Kind, J., Bak, C., Brekelmans, R. C. M., den Hertog, D., Duits, M., Roos, C., Vermeer, P. J. & Kuijken, W., 2014, In : Interfaces. 44, 1, p. 7-21

Research output: Contribution to journalArticleScientificpeer-review

27 Citations (Scopus)

Enhancement of sandwich algorithms for approximating higher dimensional convex Pareto sets

Rennen, G., van Dam, E. R. & den Hertog, D., 2011, In : INFORMS Journal on Computing. 23, 4, p. 493-517

Research output: Contribution to journalArticleScientificpeer-review

26 Citations (Scopus)

EP-1696: Dose-painting planning with uncertainties in dose-response parameters and in patient positioning

Balvert, M., Breedveld, S., Unkelbach, J., den Hertog, D. & Petit, S., May 2017, In : Radiotherapy and Oncology. 123, S1, p. S927-S928 2 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
59 Downloads (Pure)

Feasibility of convex optimisation with radiobiological models for prostate HDR-brachytherapy

Steenbergen, F., den Hertog, D., Gorissen, B. L. & Hoffmann, A. L., 2012, In : Radiotherapy and Oncology. 103, p. S30-S31

Research output: Contribution to journalArticleScientificpeer-review

Globalized robust optimization for nonlinear uncertain inequalities

Ben-Tal, A., Brekelmans, R., den Hertog, D. & Vial, J. P., Apr 2017, In : INFORMS Journal on Computing. 29, 2, p. 350-366

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)

Hidden conic quadratic representation of some nonconvex quadratic optimization problems

Ben-Tal, A. & den Hertog, D., Feb 2014, In : Mathematical Programming. 143, 1-2, p. 1-29

Research output: Contribution to journalArticleScientificpeer-review

31 Citations (Scopus)

Mixed integer programming for dose and dose-volume based optimization in prostate HDR-brachytherapy

Gorissen, B. L., den Hertog, D. & Hoffmann, A. L., 2012, In : Radiotherapy and Oncology. 103, p. S130

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)

Mixed integer programming improves comprehensibility and plan quality in inverse optimization of prostate HDR Brachytherapy

Gorissen, B. L., den Hertog, D. & Hoffmann, A. L., 2013, In : Physics in Medicine and Biology. 58, 4, p. 1041-1058

Research output: Contribution to journalArticleScientificpeer-review

31 Citations (Scopus)

Modulation restrictions do not necessarily improve treatment plan quality for HDR prostate brachytherapy

Balvert, M., Gorissen, B. L., den Hertog, D. & Hoffmann, A. L., 2012, In : Radiotherapy and Oncology. 103, p. S142

Research output: Contribution to journalArticleScientificpeer-review

Multi-stage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set

Postek, K. & den Hertog, D., Jul 2016, In : INFORMS Journal on Computing. 28, 3, p. 553-574

Research output: Contribution to journalArticleScientificpeer-review

24 Citations (Scopus)

Optimal combined proton-photon therapy schemes based on the standard BED model

ten Eikelder, S. C. M., den Hertog, D., Bortfeld, T. & Perko, Z., Mar 2019, In : Physics in Medicine and Biology. 64, 6, 21 p., 065011.

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)

Optimal strategies for flood prevention

Eijgenraam, C., Brekelmans, R., den Hertog, D. & Roos, C., May 2017, In : Management Science. 63, 5, p. 1644-1656

Research output: Contribution to journalArticleScientificpeer-review

19 Citations (Scopus)

Reducing conservatism in robust optimization

Roos, E. & den Hertog, D., Jun 2019, (Accepted/In press) In : INFORMS Journal on Computing.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
41 Downloads (Pure)

Robust counterparts of inequalities containing sums of maxima of linear functions

Gorissen, B. L. & den Hertog, D., 2013, In : European Journal of Operational Research. 227, 1, p. 30-43

Research output: Contribution to journalArticleScientificpeer-review

27 Citations (Scopus)

Robust dual-response optimization

Yanikoglu, I., den Hertog, D. & Kleijnen, J. P. C., 2016, In : IIE Transactions: Industrial Engineering Research and Development. 48, 3, p. 298-312

Research output: Contribution to journalArticleScientificpeer-review

16 Citations (Scopus)

Robust optimization of dose-volume metrics for prostate HDR-brachytherapy incorporating target- and OAR volume delineation uncertainties

Balvert, M., den Hertog, D. & Hoffmann, A. L., Feb 2019, In : INFORMS Journal on Computing. 31, 1, p. 100-114

Research output: Contribution to journalArticleScientificpeer-review

Open Access
1 Citation (Scopus)

Robust optimization of uncertain multistage inventory systems with inexact data in decision rules

de Ruiter, F., Ben-Tal, A., Brekelmans, R. & den Hertog, D., Jan 2017, In : Computational Management Science. 14, 1, p. 45-66

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
4 Citations (Scopus)
431 Downloads (Pure)

Robust optimization with ambiguous stochastic constraints under mean and dispersion information

Postek, K., Ben-Tal, A., den Hertog, D. & Melenberg, B., May 2018, In : Operations Research. 66, 3, p. 814-833

Research output: Contribution to journalArticleScientificpeer-review

12 Citations (Scopus)

Robust shift generation in workforce planning

van Hulst, D., den Hertog, D. & Nuijten, W., Jan 2017, In : Computational Management Science. 14, 1, p. 115–134

Research output: Contribution to journalArticleScientificpeer-review

2 Citations (Scopus)

Robust solutions of optimization problems affected by uncertain probabilities

Ben-Tal, A., den Hertog, D., De Waegenaere, A. M. B., Melenberg, B. & Rennen, G., 2013, In : Management Science. 59, 2, p. 341-357

Research output: Contribution to journalArticleScientificpeer-review

169 Citations (Scopus)

Safe approximations of ambiguous chance constraints using historical data

Yanikoglu, I. & den Hertog, D., 2013, In : INFORMS Journal on Computing. 25, 4, p. 666-681

Research output: Contribution to journalArticleScientificpeer-review

18 Citations (Scopus)

Safe dike heights at minimal costs: The nonhomogeneous case

Brekelmans, R. C. M., den Hertog, D., Roos, C. & Eijgenraam, C., 2012, In : Operations Research. 60, 6, p. 1342-1355

Research output: Contribution to journalArticleScientificpeer-review

28 Citations (Scopus)

Space-filling Latin hypercube designs for computer experiments

Husslage, B. G. M., Rennen, G., van Dam, E. R. & den Hertog, D., 2011, In : Optimization and Engineering. 12, 4, p. 611-630

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
80 Citations (Scopus)
357 Downloads (Pure)

The impact of the existence of multiple adjustable robust solutions

de Ruiter, F., Brekelmans, R. & den Hertog, D., 11 Oct 2016, In : Mathematical Programming . 160, 1-2, p. 531-545

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
6 Citations (Scopus)
176 Downloads (Pure)

When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?

Marandi, A. & den Hertog, D., Aug 2018, In : Mathematical Programming . 170, 2, p. 555-568

Research output: Contribution to journalArticleScientificpeer-review

Open Access
3 Citations (Scopus)
Discussion paper

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
444 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
377 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
574 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
350 Downloads (Pure)

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

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
356 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
10 Citations (Scopus)
286 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
193 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
488 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
175 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
740 Downloads (Pure)