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Details about Dick Den Hertog

E-mail:
Homepage:http://center.uvt.nl/staff/hertog
Workplace:CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg (Tilburg University), (more information at EDIRC)

Access statistics for papers by Dick Den Hertog.

Last updated 2008-06-20. Update your information in the RePEc Author Service.

Short-id: pde402


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Working Papers

2020

  1. Optimal Depot Locations for Humanitarian Logistics Service Providers using Robust Optimization
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

2016

  1. Adjustable Robust Strategies for Flood Protection
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  2. Centered Solutions for Uncertain Linear Equations (revision of CentER DP 2015-044)
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  3. Efficient Methods for Several Classes of Ambiguous Stochastic Programming Problems under Mean-MAD Information
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  4. Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set (Revision of CentER Discussion Paper 2014-056)
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  5. The Nutritious Supply Chain: Optimizing Humanitarian Food Aid
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)

2015

  1. Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031)
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  2. Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  3. Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (6)
  4. Globalized Robust Optimization for Nonlinear Uncertain Inequalities
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  5. Robust Solutions for Systems of Uncertain Linear Equations
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)

2014

  1. Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
  2. Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  3. Tractable Counterparts of Distributionally Robust Constraints on Risk Measures
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

2013

  1. Adjustable Robust Parameter Design with Unknown Distributions
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (5)

2012

  1. A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
  2. An Impulse Control Approach to Dike Height Optimization (Revised version of CentER DP 2011-097)
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (5)
  3. Approximating the Pareto Set of Multiobjective Linear Programs via Robust Optimization
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  4. Deriving Robust Counterparts of Nonlinear Uncertain Inequalities
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (18)

2011

  1. Hidden Convexity in Partially Separable Optimization
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
  2. Immunizing Conic Quadratic Optimization Problems Against Implementation Errors
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (6)
  3. Robust Counterparts of Inequalities Containing Sums of Maxima of Linear Functions
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  4. Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (14)
  5. Safe Approximations of Chance Constraints Using Historical Data
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)

2009

  1. Enhancement of Sandwich Algorithms for Approximating Higher Dimensional Convex Pareto Sets
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  2. Nested Maximin Latin Hypercube Designs
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (4)

2008

  1. On Markov Chains with Uncertain Data
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (10)
  2. Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (4)

2007

  1. A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (4)
  2. Kriging Models That Are Robust With Respect to Simulation Errors
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (4)

2006

  1. Optimization of Univariate Functions on Bounded Intervals by Interpolation and Semidefinite Programming
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (5)
  2. The Effect of Transformations on the Approximation of Univariate (Convex) Functions with Applications to Pareto Curves
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    See also Journal Article in European Journal of Operational Research (2008)
  3. Why Methods for Optimization Problems with Time-Consuming Function Evaluations and Integer Variables Should Use Global Approximation Models
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)

2005

  1. Discrete Least-norm Approximation by Nonnegative (Trigonomtric) Polynomials and Rational Functions
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (7)
  2. Maximin Latin Hypercube Designs in Two Dimensions
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (13)
  3. Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
  4. Nested Maximin Latin Hypercube Designs in Two Dimensions
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
  5. On the Complexity of Optimization over the Standard Simplex
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
    See also Journal Article in European Journal of Operational Research (2008)
  6. Robust Optimization Using Computer Experiments
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    See also Journal Article in European Journal of Operational Research (2008)

2004

  1. Efficient Line Searching for Convex Functions
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
  2. One-Dimensional Nested Maximin Designs
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (4)
  3. The Correct Kriging Variance Estimated by Bootstrapping
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (18)

2003

  1. Coordination of Coupled Black Box Simulations in the Construction of Metamodels
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
  2. Gradient Estimation Schemes for Noisy Functions
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
  3. Gradient Estimation using Lagrange Interpolation Polynomials
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

2002

  1. Response Surface Methodology's Steepest Ascent and Step Size Revisited
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    See also Journal Article in European Journal of Operational Research (2004)

2001

  1. Constrained Optimization Involving Expensive Function Evaluations: A Sequential Approach
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
    See also Journal Article in European Journal of Operational Research (2005)
  2. On D-Optimality Based Trust Regions for Black-Box Optimization Problems
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (8)

2000

  1. On Convex Quadratic Approximation
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (4)
    See also Journal Article in Statistica Neerlandica (2002)

Journal Articles

2008

  1. On the complexity of optimization over the standard simplex
    European Journal of Operational Research, 2008, 191, (3), 773-785 Downloads View citations (3)
    See also Working Paper (2005)
  2. Robust optimization using computer experiments
    European Journal of Operational Research, 2008, 191, (3), 816-837 Downloads View citations (16)
    See also Working Paper (2005)
  3. The effect of transformations on the approximation of univariate (convex) functions with applications to Pareto curves
    European Journal of Operational Research, 2008, 189, (2), 347-362 Downloads View citations (6)
    See also Working Paper (2006)

2006

  1. Response surface methodology's steepest ascent and step size revisited: Correction
    European Journal of Operational Research, 2006, 170, (2), 664-666 Downloads View citations (2)

2005

  1. Constrained optimization involving expensive function evaluations: A sequential approach
    European Journal of Operational Research, 2005, 160, (1), 121-138 Downloads View citations (4)
    See also Working Paper (2001)

2004

  1. Response surface methodology's steepest ascent and step size revisited
    European Journal of Operational Research, 2004, 159, (1), 121-131 Downloads View citations (7)
    See also Working Paper (2002)

2002

  1. On convex quadratic approximation
    Statistica Neerlandica, 2002, 56, (3), 376-385 Downloads View citations (4)
    See also Working Paper (2000)
  2. Optimizing color picture tubes by high-cost nonlinear programming
    European Journal of Operational Research, 2002, 140, (2), 197-211 Downloads View citations (30)
 
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