A practical guide to robust optimization
A practical guide to robust optimization
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DOI：
10.1016/j.omega.2014.12.006
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发表时间：
2015-06-01
影响因子：
6.9
通讯作者：
den Hertog, Dick
中科院分区：
文献类型：
--
作者：
Gorissen, Bram L.;Yanikoglu, Ihsan;den Hertog, Dick
稳健优化是近15年来发展起来的一个年轻而活跃的研究领域。稳健优化在实践中非常有用，因为它是为手头的信息量身定做的，它导致了计算上容易处理的公式。因此，值得注意的是，稳健优化的现实应用仍然落后；与迄今开发的应用相比，现实生活应用的潜力要大得多。本文的目的是帮助实践者理解稳健优化，并将其成功地应用于实践。我们简要介绍了稳健优化，并描述了在实践中使用它的重要注意事项。我们用许多小例子来说明我们的讨论。(C)2014爱思唯尔有限公司。保留所有权利。
Robust optimization is a young and active research field that has been mainly developed in the last 15 years. Robust optimization is very useful for practice, since it is tailored to the information at hand, and it leads to computationally tractable formulations. It is therefore remarkable that real-life applications of robust optimization are still lagging behind; there is much more potential for-real-life applications than has been exploited hitherto. The aim of this paper is to help practitioners to understand robust optimization and to successfully apply it in practice. We provide a brief introduction to robust optimization, and also describe important do's and don'ts for using it in practice. We use many small examples to illustrate our discussions. (C) 2014 Elsevier Ltd. All rights reserved.