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» Optimal robust expensive optimization is tractable
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SAC
2009
ACM
15 years 5 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
87
Voted
MP
2002
110views more  MP 2002»
14 years 10 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
15 years 10 days 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
83
Voted
MP
2008
99views more  MP 2008»
14 years 11 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
76
Voted
IPCO
2004
107views Optimization» more  IPCO 2004»
15 years 9 days 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