A Practical Guide to Robust Optimization

A Practical Guide to Robust Optimization
by Bram L. Gorissen, Ihsan Yanıkoğlu, Dick den Hertog

Publisher: arXiv 2015
Number of pages: 29

Description:
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.