Stability and Robustness: Reliability in the World of Uncertainty

Introduction: Sensitivity analysis vsRobust optimizationSensitivity analysis and stability theoryoriginate from postoptimality analysis, i.e.an optimal solution has been found and we studydifferent aspect of ist optimality under possibleuncertainty of problem parametersRobust optimization deals with constructing a newrobust counterpart model which somehow takesinto account inaccuracy of input data and searches fora solution optimizing a new specific objective16/04/2009 Yury Nikulin, Sensitivity analysis 2