Robust optimization ? methodology and applications
نویسندگان
چکیده
منابع مشابه
Robust optimization - methodology and applications
Robust Optimization (RO) is a modeling methodology, combined with computational tools, to process optimization problems in which the data are uncertain and is only known to belong to some uncertainty set. The paper surveys the main results of RO as applied to uncertain linear, conic quadratic and semidefinite programming. For these cases, computationally tractable robust counterparts of uncerta...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2002
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s101070100286