Robust Optimization: Concise Review of Current Status and Issues
Robust Optimization: Concise Review of Current Status and Issues
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DOI：
10.7737/msfe.2015.21.2.001
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发表时间：
2015-11
期刊：
影响因子：
--
通讯作者：
Kyungchul Park
中科院分区：
文献类型：
--
作者：
Kyungchul Park
本文对鲁棒优化的理论和应用作了简要的综述。主要问题包括易处理性，与相关的优化框架的关系，和动态鲁棒优化的解决和未来的研究方向。
This paper gives a brief review of the theory and applications of the robust optimization. Major issues including tractability, relations with relevant optimization frameworks, and dynamic robust optimization are addressed and future research directions are presented.