Selected Topics in Robust Optimization
Keyword(s):
In this chapter, the authors give a brief introduction to important concepts of RO paradigm. The remainder of the chapter is organized as follows: Section 2 gives an introduction on optimization under uncertainty, and presents brief comparisons among the well-known sub-fields of optimization under uncertainty such as RO, stochastic programming (SP), and fuzzy optimization (FO). Section 3 presents important methodologies of RO paradigm. Section 4 gives insights about alternative ways of choosing the uncertainty set. Section 5 shows alternative methods of assessing the quality of a robust solution and presents miscellaneous topics. Finally, Section 6 summarizes conclusions and gives future research directions.
2018 ◽
Vol 2018
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pp. 1-13
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2012 ◽
pp. 102-118
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2019 ◽
Vol 3
(2)
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pp. 36
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2020 ◽