A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: II. Probabilistic Guarantees on Constraint Satisfaction
نویسندگان
چکیده
منابع مشابه
Robust Counterpart Optimization: Uncertainty Sets, Formulations and Probabilistic Guarantees
Robust counterpart optimization techniques are studied in this paper. Different uncertainty sets, including those studied in literature (i.e., interval set; combined interval and ellipsoidal set; combined interval and polyhedral set) and new ones (i.e., adjustable box; pure ellipsoidal; pure polyhedral; combined interval, ellipsoidal, and polyhedral set) are studied in this work and their geome...
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ژورنال
عنوان ژورنال: Industrial & Engineering Chemistry Research
سال: 2012
ISSN: 0888-5885,1520-5045
DOI: 10.1021/ie201651s