Practical Robust Optimization - an introduction - - LNMB
Practical Robust Optimization - an introduction - - LNMB
Practical Robust Optimization - an introduction - - LNMB
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Overview■Motivation for <strong>Robust</strong> <strong>Optimization</strong> (RO)◆◆Flaw of using nominal valuesWhy RO c<strong>an</strong> make a difference■■■■■■<strong>Robust</strong> <strong>Optimization</strong> MethodologyDeriving tractable <strong>Robust</strong> Counterparts<strong>Practical</strong> issues<strong>Practical</strong> exampleAdjustable <strong>Robust</strong> <strong>Optimization</strong>Concluding remarksF A C U L T Y O F E C O N O M I C S A N D B U S I N E S S A D M I N I S T R A T I O N2 / 53
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