Selected topics in robust convex optimization
نویسندگان
چکیده
Robust Optimization is a rapidly developing methodology for handling optimization problems affected by non-stochastic “uncertain-butbounded” data perturbations. In this paper, we overview several selected topics in this popular area, specifically, (1) recent extensions of the basic concept of robust counterpart of an optimization problem with uncertain data, (2) tractability of robust counterparts, (3) links between RO and traditional chance constrained settings of problems with stochastic data, and (4) a novel generic application of the RO methodology in Robust Linear Control.
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ورودعنوان ژورنال:
- Math. Program.
دوره 112 شماره
صفحات -
تاریخ انتشار 2008