Practical Robust Optimization - an introduction - - LNMB
Practical Robust Optimization - an introduction - - LNMB
Practical Robust Optimization - an introduction - - LNMB
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Flaw of using nominal valuesConstraint: a T x = (ā+ρζ) T x = ā T x+ρζ T x ≤ b.Probability of infeasibility= 0.5!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 N8 / 53