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2008

Selected topics in robust convex optimization

13 years 3 months ago
Selected topics in robust convex optimization
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. Keywords optimization under uncertainty
Aharon Ben-Tal, Arkadi Nemirovski
Added 13 Dec 2010
Updated 13 Dec 2010
Type Journal
Year 2008
Where MP
Authors Aharon Ben-Tal, Arkadi Nemirovski
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