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» Optimal robust expensive optimization is tractable
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ORL
2008
99views more  ORL 2008»
13 years 5 months ago
Some tractable instances of interval data minmax regret problems
This paper focuses on tractable instances of interval data minmax regret graph problems. More precisely, we provide polynomial and pseudopolynomial algorithms for sets of particul...
Bruno Escoffier, Jérôme Monnot, Olivi...
MANSCI
2008
122views more  MANSCI 2008»
13 years 5 months ago
Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....
Karthik Natarajan, Dessislava Pachamanova, Melvyn ...
AUTOMATICA
2006
125views more  AUTOMATICA 2006»
13 years 5 months ago
Optimization over state feedback policies for robust control with constraints
This paper is concerned with the optimal control of linear discrete-time systems, which are subject to unknown but bounded state disturbances and mixed constraints on the state an...
Paul J. Goulart, Eric C. Kerrigan, Jan M. Maciejow...
ICCAD
2006
IEEE
127views Hardware» more  ICCAD 2006»
14 years 2 months ago
Joint design-time and post-silicon minimization of parametric yield loss using adjustable robust optimization
Parametric yield loss due to variability can be effectively reduced by both design-time optimization strategies and by adjusting circuit parameters to the realizations of variable...
Murari Mani, Ashish Kumar Singh, Michael Orshansky
ATMOS
2010
136views Optimization» more  ATMOS 2010»
13 years 4 months ago
An Empirical Analysis of Robustness Concepts for Timetabling
Calculating timetables that are insensitive to disturbances has drawn considerable research efforts due to its practical importance on the one hand and its hard tractability by c...
Marc Goerigk, Anita Schöbel