General Robust-Optimization Formulation for Nonlinear Programming
نویسندگان
چکیده
منابع مشابه
A General Robust-Optimization Formulation for Nonlinear Programming
Most research in robust optimization has so far been focused on inequality-only, convex conic programming with simple linear models for uncertain parameters. Many practical optimization problems, however, are nonlinear and non-convex. Even in linear programming, coefficients may still be nonlinear functions of uncertain parameters. In this paper, we propose robust formulations (see (1) versus (...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2007
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-006-9082-z