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» Optimal robust expensive optimization is tractable
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SAC
2009
ACM
13 years 11 months ago
A robust and tractable contact model for dynamic robotic simulation
Existing contact modeling in rigid body simulation is inadequate for robotics: no algorithms guarantee both convergence and nonpenetration at multiple contact points in the presen...
Evan Drumwright, Dylan A. Shell
MP
2002
110views more  MP 2002»
13 years 4 months ago
Robust optimization - methodology and applications
Abstract. 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 ...
Aharon Ben-Tal, Arkadi Nemirovski
NIPS
2008
13 years 6 months ago
Robust Regression and Lasso
We consider robust least-squares regression with feature-wise disturbance. We show that this formulation leads to tractable convex optimization problems, and we exhibit a particul...
Huan Xu, Constantine Caramanis, Shie Mannor
MP
2008
99views more  MP 2008»
13 years 4 months ago
Efficient robust optimization for robust control with constraints
This paper proposes an efficient computational technique for the optimal control of linear discrete-time systems subject to bounded disturbances with mixed polytopic constraints o...
Paul J. Goulart, Eric C. Kerrigan, Daniel Ralph
IPCO
2004
107views Optimization» more  IPCO 2004»
13 years 6 months ago
A Robust Optimization Approach to Supply Chain Management
Abstract. We propose a general methodology based on robust optimization to address the problem of optimally controlling a supply chain subject to stochastic demand in discrete time...
Dimitris Bertsimas, Aurélie Thiele