Theory and Applications of Robust Optimization

In this paper we survey the primary research, both theoretical and applied, in the area of robust optimization (RO). Our focus is on the computational attractiveness of RO approaches, as well as the modeling power and broad applicability of the methodology. In addition to surveying prominent theoret...

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Bibliographic Details
Main Authors: Brown, David B., Caramanis, Constantine, Bertsimas, Dimitris J
Other Authors: Massachusetts Institute of Technology. Operations Research Center
Format: Article
Language:en_US
Published: Society of Industrial and Applied Mathematics 2011
Online Access:http://hdl.handle.net/1721.1/66198
https://orcid.org/0000-0002-1985-1003