Recent Advances in Robust Optimization

نویسنده

  • Aharon Ben-Tal
چکیده

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A robust multi-objective global supplier selection model under currency fluctuation and price discount

Robust supplier selection problem, in a scenario-based approach has been proposed, when the demand and exchange rates are subject to uncertainties. First, a deterministic multi-objective mixed integer linear programming is developed; then, the robust counterpart of the proposed mixed integer linear programming is presented using the recent extension in robust optimization theory. We discuss dec...

متن کامل

Applications of convex optimization in signal processing and digital

In the last two decades, the mathematical programming community has witnessed some spectacular advances in interior point methods and robust optimization. These advances have recently started to significantly impact various fields of applied sciences and engineering where computational efficiency is essential. This paper focuses on two such fields: digital signal processing and communication. I...

متن کامل

Applications of convex optimization in signal processing and digital communication

In the last two decades, the mathematical programming community has witnessed some spectacular advances in interior point methods and robust optimization. These advances have recently started to significantly impact various fields of applied sciences and engineering where computational efficiency is essential. This paper focuses on two such fields: digital signal processing and communication. I...

متن کامل

Advances in Robust Optimization and Opportunities for Process Operations

Robust optimization constitutes an approach for handling parameter uncertainty in the context of a mathematical optimization model. Despite having been around for a few decades and being a relatively well-known approach by now, it has arguably lagged behind other alternatives (e.g., stochastic or chanceconstrained programming) in terms of applications in which it has been considered. This can b...

متن کامل

A robust approach to the chance-constrained knapsack problem

Chance-constrained programming is a relevant model for many concrete problems. However, it is known to be very hard to tackle directly. In this paper, the chance-constrained knapsack problem (CKP) is addressed. Relying on the recent advances in robust optimization, a tractable combinatorial algorithm is proposed to solve CKP. It always provides feasible solutions for CKP. Moreover, for two spec...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2006