Dick Den Hertog

Names

Identifer

Contact

Affiliations

• Universiteit van Tilburg / School of Economics and Management / CentER Graduate School for Economics and Business
  • EDIRC entry
  • location:

Research profile

author of:

• On convex quadratic approximation
  Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (2002)
  by Dick Den Hertog & Etienne De Klerk & Kees Roos
  (ReDIF-article, bla:stanee:v:56:y:2002:i:3:p:376-385)
• Optimizing color picture tubes by high-cost nonlinear programming
  European Journal of Operational Research, Elsevier (2002)
  by den Hertog, Dick & Stehouwer, Peter
  (ReDIF-article, eee:ejores:v:140:y:2002:i:2:p:197-211)
• Response surface methodology's steepest ascent and step size revisited
  European Journal of Operational Research, Elsevier (2004)
  by Kleijnen, Jack P. C. & den Hertog, Dick & Angun, Ebru
  (ReDIF-article, eee:ejores:v:159:y:2004:i:1:p:121-131)
• Constrained optimization involving expensive function evaluations: A sequential approach
  European Journal of Operational Research, Elsevier (2005)
  by Brekelmans, Ruud & Driessen, Lonneke & Hamers, Herbert & den Hertog, Dick
  (ReDIF-article, eee:ejores:v:160:y:2005:i:1:p:121-138)
• Response surface methodology's steepest ascent and step size revisited: Correction
  European Journal of Operational Research, Elsevier (2006)
  by Kleijnen, Jack P.C. & den Hertog, Dick & Angun, Ebru
  (ReDIF-article, eee:ejores:v:170:y:2006:i:2:p:664-666)
• The effect of transformations on the approximation of univariate (convex) functions with applications to Pareto curves
  European Journal of Operational Research, Elsevier (2008)
  by Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L.
  (ReDIF-article, eee:ejores:v:189:y:2008:i:2:p:347-362)
• On the complexity of optimization over the standard simplex
  European Journal of Operational Research, Elsevier (2008)
  by de Klerk, E. & den Hertog, D. & Elabwabi, G.
  (ReDIF-article, eee:ejores:v:191:y:2008:i:3:p:773-785)
• Robust optimization using computer experiments
  European Journal of Operational Research, Elsevier (2008)
  by Stinstra, Erwin & den Hertog, Dick
  (ReDIF-article, eee:ejores:v:191:y:2008:i:3:p:816-837)
• The Correct Kriging Variance Estimated by Bootstrapping
  Discussion Paper, Tilburg University, Center for Economic Research (2004)
  by den Hertog, D. & Kleijnen, J.P.C. & Siem, A.Y.D.
  (ReDIF-paper, tiu:tiucen:00a66547-3e9a-4ccf-8c7b-8d62bd7b460e)
• Globalized Robust Optimization for Nonlinear Uncertain Inequalities
  Discussion Paper, Tilburg University, Center for Economic Research (2015)
  by Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick & Vial, J.P.
  (ReDIF-paper, tiu:tiucen:05c1b5b6-5b26-46f6-bd3a-ade07f4c5f04)
• 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 (2016)
  by Postek, K.S. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:08442e3a-d1eb-42b3-8f13-8af3dc9d85c2)
• Deriving Robust Counterparts of Nonlinear Uncertain Inequalities
  Discussion Paper, Tilburg University, Center for Economic Research (2012)
  by Ben-Tal, A. & den Hertog, D. & Vial, J.P.
  (ReDIF-paper, tiu:tiucen:130bc0dc-cebe-40dc-8da9-ac3a01af1dd6)
• On Convex Quadratic Approximation
  Discussion Paper, Tilburg University, Center for Economic Research (2000)
  by den Hertog, D. & de Klerk, E. & Roos, J.
  (ReDIF-paper, tiu:tiucen:18c7c3c6-b40d-41a5-9374-4c70223722b1)
• Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)
  Discussion Paper, Tilburg University, Center for Economic Research (2008)
  by Husslage, B.G.M. & Rennen, G. & van Dam, E.R. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:1b5d18c7-b66f-4a9f-838c-b384df64fbdf)
• Nested Maximin Latin Hypercube Designs
  Discussion Paper, Tilburg University, Center for Economic Research (2009)
  by Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:1c504ec0-f357-42d2-9c92-946d78d618ad)
• Optimization of Univariate Functions on Bounded Intervals by Interpolation and Semidefinite Programming
  Discussion Paper, Tilburg University, Center for Economic Research (2006)
  by de Klerk, E. & Elfadul, G.E.E. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:224cf14f-b76a-4803-a57d-37118d8185cc)
• Maximin Latin Hypercube Designs in Two Dimensions
  Discussion Paper, Tilburg University, Center for Economic Research (2005)
  by van Dam, E.R. & Husslage, B.G.M. & den Hertog, D. & Melissen, H.
  (ReDIF-paper, tiu:tiucen:288828ce-b56b-41d8-9903-1a6a71215b26)
• Centered Solutions for Uncertain Linear Equations (revision of CentER DP 2015-044)
  Discussion Paper, Tilburg University, Center for Economic Research (2016)
  by Zhen, Jianzhe & den Hertog, Dick
  (ReDIF-paper, tiu:tiucen:297fa3b1-5290-48b5-bbc0-00766c1288f8)
• Coordination of Coupled Black Box Simulations in the Construction of Metamodels
  Discussion Paper, Tilburg University, Center for Economic Research (2003)
  by Husslage, B.G.M. & van Dam, E.R. & den Hertog, D. & Stehouwer, H.P. & Stinstra, E.
  (ReDIF-paper, tiu:tiucen:30f68c5d-b8bb-480e-9296-881a7567eee9)
• On the Complexity of Optimization over the Standard Simplex
  Discussion Paper, Tilburg University, Center for Economic Research (2005)
  by de Klerk, E. & den Hertog, D. & Elfadul, G.E.E.
  (ReDIF-paper, tiu:tiucen:3789955a-6533-4a4e-aca2-6dd7244fab83)
• An Impulse Control Approach to Dike Height Optimization (Revised version of CentER DP 2011-097)
  Discussion Paper, Tilburg University, Center for Economic Research (2012)
  by Chahim, M. & Brekelmans, R.C.M. & den Hertog, D. & Kort, P.M.
  (ReDIF-paper, tiu:tiucen:3c3300f1-03c8-45b2-9fb6-4fd202003a16)
• Nested Maximin Latin Hypercube Designs in Two Dimensions
  Discussion Paper, Tilburg University, Center for Economic Research (2005)
  by Husslage, B.G.M. & van Dam, E.R. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:3e013144-3e4c-460c-96bc-154de33d39b3)
• Discrete Least-norm Approximation by Nonnegative (Trigonomtric) Polynomials and Rational Functions
  Discussion Paper, Tilburg University, Center for Economic Research (2005)
  by Siem, A.Y.D. & de Klerk, E. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:43a1152a-8130-4e42-851b-e00babdbb035)
• Response Surface Methodology's Steepest Ascent and Step Size Revisited
  Discussion Paper, Tilburg University, Center for Economic Research (2002)
  by Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E.
  (ReDIF-paper, tiu:tiucen:44a5bc64-49e5-47f5-abe7-3e950348564c)
• 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 (2006)
  by Driessen, L. & Brekelmans, R.C.M. & Gerichhausen, M. & Hamers, H.J.M. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:45a73d28-9fed-4b4c-a909-1aec0dc8b873)
• Adjustable Robust Parameter Design with Unknown Distributions
  Discussion Paper, Tilburg University, Center for Economic Research (2013)
  by Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C.
  (ReDIF-paper, tiu:tiucen:47fec228-1ffe-4803-8e97-58a9a822e96f)
• Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection
  Discussion Paper, Tilburg University, Center for Economic Research (2015)
  by Zhen, J. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:4a51526e-c7f0-436f-aeaa-f5f3eed56d5a)
• Gradient Estimation Schemes for Noisy Functions
  Discussion Paper, Tilburg University, Center for Economic Research (2003)
  by Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:4aa4fd63-80d9-4989-89a8-0c1683fc5c4f)
• Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
  Discussion Paper, Tilburg University, Center for Economic Research (2011)
  by Ben-Tal, A. & den Hertog, D. & De Waegenaere, A.M.B. & Melenberg, B. & Rennen, G.
  (ReDIF-paper, tiu:tiucen:4d43dc51-86d9-4804-8563-9c0b1891e0bc)
• Hidden Convexity in Partially Separable Optimization
  Discussion Paper, Tilburg University, Center for Economic Research (2011)
  by Ben-Tal, A. & den Hertog, D. & Laurent, M.
  (ReDIF-paper, tiu:tiucen:56b82c13-ee8f-4072-be97-f7569ce21e0d)
• Approximating the Pareto Set of Multiobjective Linear Programs via Robust Optimization
  Discussion Paper, Tilburg University, Center for Economic Research (2012)
  by Gorissen, B.L. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:666c5307-4a4e-4be4-a0d0-ba819afb080a)
• Robust Optimization Using Computer Experiments
  Discussion Paper, Tilburg University, Center for Economic Research (2005)
  by Stinstra, E. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:69d6e378-c9f9-44e8-9602-f44e2ddac178)
• The Effect of Transformations on the Approximation of Univariate (Convex) Functions with Applications to Pareto Curves
  Discussion Paper, Tilburg University, Center for Economic Research (2006)
  by Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L.
  (ReDIF-paper, tiu:tiucen:6a6f7eff-fa7e-4531-84e1-6ab54bfd0bf1)
• Adjustable Robust Strategies for Flood Protection
  Discussion Paper, Tilburg University, Center for Economic Research (2016)
  by Postek, Krzysztof & den Hertog, Dick & Kind, J. & Pustjens, Chris
  (ReDIF-paper, tiu:tiucen:6e85c2ff-32dd-4c7e-8d95-a834f900f33b)
• Enhancing Digital Road Networks for Better Operations in Developing Countries
  Discussion Paper, Tilburg University, Center for Economic Research (2022)
  by Stienen, Valentijn & den Hertog, Dick & Wagenaar, J.C. & de Zegher, J.F.
  (ReDIF-paper, tiu:tiucen:745d1d0c-7af2-4759-add4-03e4ee20b8bb)
• Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set
  Discussion Paper, Tilburg University, Center for Economic Research (2014)
  by Postek, K.S. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:8649012b-1bb0-4d34-83f1-792d61863249)
• Robust Counterparts of Inequalities Containing Sums of Maxima of Linear Functions
  Discussion Paper, Tilburg University, Center for Economic Research (2011)
  by Gorissen, B.L. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:8c6aa0e2-c4c6-4693-ab9a-f330d76ed76a)
• Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data
  Discussion Paper, Tilburg University, Center for Economic Research (2014)
  by de Ruiter, F.J.C.T. & Ben-Tal, A. & Brekelmans, R.C.M. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:9aa3440c-dc5a-4468-b892-198015ed3875)
• The Nutritious Supply Chain : Optimizing Humanitarian Food Aid
  Discussion Paper, Tilburg University, Center for Economic Research (2016)
  by Peters, Koen & Fleuren, H.A. & den Hertog, Dick & Kavelj, Mirjana & Silva, Sergio & Goncalves, Rui & Ergun, Ozlem & Soldner, Mallory
  (ReDIF-paper, tiu:tiucen:9b54e54e-29cb-430c-834e-7d1321ed53d3)
• Immunizing Conic Quadratic Optimization Problems Against Implementation Errors
  Discussion Paper, Tilburg University, Center for Economic Research (2011)
  by Ben-Tal, A. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:9f3fba48-8501-4ec8-9241-570a03ac1750)
• Efficient Methods for Several Classes of Ambiguous Stochastic Programming Problems under Mean-MAD Information
  Discussion Paper, Tilburg University, Center for Economic Research (2016)
  by Postek, Krzysztof & Romeijnders, Ward & den Hertog, Dick & van der Vlerk, Maartne H.
  (ReDIF-paper, tiu:tiucen:a03f895f-b941-41a9-84e0-b257de5ca970)
• A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations
  Discussion Paper, Tilburg University, Center for Economic Research (2007)
  by Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L.
  (ReDIF-paper, tiu:tiucen:a3afe119-3957-4700-a895-4a3c5e533b06)
• Safe Approximations of Chance Constraints Using Historical Data
  Discussion Paper, Tilburg University, Center for Economic Research (2011)
  by Yanikoglu, I. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:ab77f6f2-248a-42f1-bde1-0050015aec07)
• Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing
  Discussion Paper, Tilburg University, Center for Economic Research (2005)
  by Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L.
  (ReDIF-paper, tiu:tiucen:ad31ef2c-fc29-46c1-9b8f-603f3df39e83)
• On Markov Chains with Uncertain Data
  Discussion Paper, Tilburg University, Center for Economic Research (2008)
  by Blanc, J.P.C. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:b44dfb0a-1676-4ce3-8d16-f16f29714ca4)
• Optimal Depot Locations for Humanitarian Logistics Service Providers using Robust Optimization
  Discussion Paper, Tilburg University, Center for Economic Research (2020)
  by Stienen, Valentijn & Wagenaar, J.C. & den Hertog, Dick & Fleuren, H.A.
  (ReDIF-paper, tiu:tiucen:bc3f5e24-cc4a-4a34-9695-06c6c41f3766)
• Tractable Counterparts of Distributionally Robust Constraints on Risk Measures
  Discussion Paper, Tilburg University, Center for Economic Research (2014)
  by Postek, K.S. & den Hertog, D. & Melenberg, B.
  (ReDIF-paper, tiu:tiucen:c3a1df3e-f338-4989-806a-d2c4caa79d56)
• Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach
  Discussion Paper, Tilburg University, Center for Economic Research (2001)
  by Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:c94095bf-9069-47e6-b77e-5e08c1382439)
• Robust Solutions for Systems of Uncertain Linear Equations
  Discussion Paper, Tilburg University, Center for Economic Research (2015)
  by Zhen, Jianzhe & den Hertog, Dick
  (ReDIF-paper, tiu:tiucen:d072bdb9-4168-4522-90d8-1d55fda64ac0)
• Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information
  Discussion Paper, Tilburg University, Center for Economic Research (2015)
  by Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand
  (ReDIF-paper, tiu:tiucen:d718e419-a375-4707-b206-eb5ab1557e66)
• On D-Optimality Based Trust Regions for Black-Box Optimization Problems
  Discussion Paper, Tilburg University, Center for Economic Research (2001)
  by Driessen, L. & Brekelmans, R.C.M. & Hamers, H.J.M. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:dcde83b3-cab6-48bd-b94d-79d18ddce616)
• Better Routing in Developing Regions : Weather and Satellite-Informed Road Speed Prediction
  Discussion Paper, Tilburg University, Center for Economic Research (2023)
  by Stienen, Valentijn & den Hertog, Dick & Wagenaar, J.C. & Zegher, J.F.
  (ReDIF-paper, tiu:tiucen:de5c3c6d-44ee-45cf-b207-c748ae918bd5)
• Gradient Estimation using Lagrange Interpolation Polynomials
  Discussion Paper, Tilburg University, Center for Economic Research (2003)
  by Hamers, H.J.M. & Brekelmans, R.C.M. & Driessen, L. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:dfad278e-da66-4b83-8755-40c46acede76)
• Enhancement of Sandwich Algorithms for Approximating Higher Dimensional Convex Pareto Sets
  Discussion Paper, Tilburg University, Center for Economic Research (2009)
  by Rennen, G. & van Dam, E.R. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:e2255959-6691-4ef1-88a4-537977c80ffd)
• 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 (2012)
  by Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:e4c05682-e13c-4d1a-bc3f-ac98ef3c569b)
• Efficient Line Searching for Convex Functions
  Discussion Paper, Tilburg University, Center for Economic Research (2004)
  by den Boef, E. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:ec3e36ad-0f63-4064-9e81-23d42c12dd1c)
• Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031)
  Discussion Paper, Tilburg University, Center for Economic Research (2015)
  by Postek, K.S. & den Hertog, D. & Melenberg, B.
  (ReDIF-paper, tiu:tiucen:eeb9c898-6943-4199-b747-335d17aa89c8)
• One-Dimensional Nested Maximin Designs
  Discussion Paper, Tilburg University, Center for Economic Research (2004)
  by van Dam, E.R. & Husslage, B.G.M. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:f2db4179-7b8e-4b7c-a736-794901504dbe)
• Kriging Models That Are Robust With Respect to Simulation Errors
  Discussion Paper, Tilburg University, Center for Economic Research (2007)
  by Siem, A.Y.D. & den Hertog, D.
  (ReDIF-paper, tiu:tiucen:fe73dc8b-20d6-4f50-95eb-f96212a93c00)