Concepedia

Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems

Aharon Ben‐Tal, Stephen Boyd, Arkadi Nemirovski

Mathematical Programming · 2006 · 221 citations · 15 references

Concepts

Natural SciencesIndustrial EngineeringSystems EngineeringOptimizationUncertainty QuantificationConstrained OptimizationOptimization Under UncertaintyRobust ControlRobust OptimizationStochastic OptimizationUncertainty AnalysisChance-constrained Robust OptimizationRobust Constrained OptimizationRobust Convex OptimizationRobust Linear ProgrammingRobust Quadratic ProgrammingRobust Stochastic ProgrammingStatic Robust Optimization

References

15

The Price of Robustness

Dimitris Bertsimas, Melvyn Sim · Operations Research · 2004 · 4.4K citations

Natural Sciences, Mathematics, Optimization +15

Robust Convex Optimization

Aharon Ben‐Tal, Arkadi Nemirovski · Mathematics of Operations Research · 1998 · 2.6K citations

Natural Sciences, Computer Science, Mathematics +14

The ellipsoid method and its consequences in combinatorial optimization

Martin Grötschel, László Lovász, Alexander Schrijver · COMBINATORICA · 1981 · 2K citations

Natural Sciences, Mathematics, Algorithms +8

Robust solutions of uncertain linear programs

Aharon Ben‐Tal, Arkadi Nemirovski · Operations Research Letters · 1999 · 1.8K citations

Natural Sciences, Systems Engineering, Optimization +10

Robust discrete optimization and network flows

Dimitris Bertsimas, Melvyn Sim · Mathematical Programming · 2003 · 1.8K citations

Natural Sciences, Computer Science, Mathematics +14