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A practical guide to robust optimization

Title	A practical guide to robust optimization
Author	Gorissen, B. L., Yanıkoğlu, İhsan, Hertog, D. den
Publication Date:	2015-06
Publication Place	- Elsevier
Subject	Robust optimization, Adjustable robust optimization
Type	Periodical
Language	English
Digital	Yes
Manuscript	No
Library:	Özyeğin University
Library Asset ID	0305-0483
Record ID	5f333582-9cb0-442b-bdc4-821abe8b092d
Library Location	Industrial Engineering
Date	2015-06
Sample Text	Robust optimization is a young and active research field that has been mainly developed in the last 15 years. Robust optimization is very useful for practice, since it is tailored to the information at hand, and it leads to computationally tractable formulations. It is therefore remarkable that real-life applications of robust optimization are still lagging behind; there is much more potential for real-life applications than has been exploited hitherto. The aim of this paper is to help practitioners to understand robust optimization and to successfully apply it in practice. We provide a brief introduction to robust optimization, and also describe important do׳s and don׳ts for using it in practice. We use many small examples to illustrate our discussions.
DOI	10.1016/j.omega.2014.12.006
Cilt	53

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Özyeğin University

A practical guide to robust optimization

Author Gorissen, B. L., Yanıkoğlu, İhsan, Hertog, D. den

Publication Date 2015-06

Publication Place - Elsevier

Subject Robust optimization, Adjustable robust optimization

Type Periodical

Language English

Digital Yes

Manuscript No

Library Özyeğin University

Library Asset ID 0305-0483

Record ID 5f333582-9cb0-442b-bdc4-821abe8b092d

Library Location Industrial Engineering

Date 2015-06

Sample Text Robust optimization is a young and active research field that has been mainly developed in the last 15 years. Robust optimization is very useful for practice, since it is tailored to the information at hand, and it leads to computationally tractable formulations. It is therefore remarkable that real-life applications of robust optimization are still lagging behind; there is much more potential for real-life applications than has been exploited hitherto. The aim of this paper is to help practitioners to understand robust optimization and to successfully apply it in practice. We provide a brief introduction to robust optimization, and also describe important do׳s and don׳ts for using it in practice. We use many small examples to illustrate our discussions.

DOI 10.1016/j.omega.2014.12.006

Cilt 53