Reformulation versus cutting-planes for robust optimization
Robust optimization (RO) is a tractable method to address uncertainty in optimization problems where uncertain parameters are modeled as belonging to uncertainty sets that are commonly polyhedral or ellipsoidal. The two most frequently described methods in the literature for solving RO problems are...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer Berlin Heidelberg
2016
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| Online Access: | http://hdl.handle.net/1721.1/103105 https://orcid.org/0000-0001-6721-5506 https://orcid.org/0000-0002-1985-1003 https://orcid.org/0000-0001-6781-9633 |