Practical Robust Optimization - an introduction - - LNMB
Practical Robust Optimization - an introduction - - LNMB
Practical Robust Optimization - an introduction - - LNMB
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Adv<strong>an</strong>tage of Globalized <strong>Robust</strong> Counterpart:■■■■Relaxes assumption [3]: ”Constraints of uncertain problemare hard”.Smooth behaviour.Often better ‘average behaviour’.GRC is still tractable for m<strong>an</strong>y choices ofZ 1 ,Z 2 , <strong>an</strong>ddist<strong>an</strong>ce function.F 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 N44 / 53
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