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Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution.
The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations.
An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.
Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution.
The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations.
An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.
| Erscheinungsjahr: | 2009 |
|---|---|
| Fachbereich: | Programmiersprachen |
| Genre: | Informatik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Seiten: | 566 |
| Inhalt: | Gebunden |
| ISBN-13: | 9780691143682 |
| ISBN-10: | 0691143684 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | HC gerader Rücken kaschiert |
| Einband: | Gebunden |
| Autor: |
Ben-Tal, Aharon
El Ghaoui, Laurent Nemirovski, Arkadi |
| Hersteller: | Princeton University Press |
| Maße: | 260 x 183 x 35 mm |
| Von/Mit: | Aharon Ben-Tal (u. a.) |
| Erscheinungsdatum: | 30.08.2009 |
| Gewicht: | 1,248 kg |
| Erscheinungsjahr: | 2009 |
|---|---|
| Fachbereich: | Programmiersprachen |
| Genre: | Informatik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Seiten: | 566 |
| Inhalt: | Gebunden |
| ISBN-13: | 9780691143682 |
| ISBN-10: | 0691143684 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | HC gerader Rücken kaschiert |
| Einband: | Gebunden |
| Autor: |
Ben-Tal, Aharon
El Ghaoui, Laurent Nemirovski, Arkadi |
| Hersteller: | Princeton University Press |
| Maße: | 260 x 183 x 35 mm |
| Von/Mit: | Aharon Ben-Tal (u. a.) |
| Erscheinungsdatum: | 30.08.2009 |
| Gewicht: | 1,248 kg |
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