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.
Download or read it online for free here:
Download link
(700KB, PDF)
Similar books
Optimal Stopping and Applicationsby Thomas S. Ferguson - UCLA
From the table of contents: Stopping Rule Problems; Finite Horizon Problems; The Existence of Optimal Rules; Applications. Markov Models; Monotone Stopping Rule Problems; Maximizing the Rate of Return; Bandit Problems; Solutions to the Exercises.
(15516 views)
Data Assimilation: A Mathematical Introductionby K.J.H. Law, A.M. Stuart, K.C. Zygalakis - arXiv.org
This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation. Authors develop a framework in which a Bayesian formulation of the problem provides the bedrock for the derivation and analysis of algorithms.
(7917 views)
Convex Optimizationby Stephen Boyd, Lieven Vandenberghe - Cambridge University Press
A comprehensive introduction to the subject for students and practitioners in engineering, computer science, mathematics, statistics, finance, etc. The book shows in detail how optimization problems can be solved numerically with great efficiency.
(22322 views)
Iterative Methods for Optimizationby C.T. Kelley - Society for Industrial Mathematics
This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis.
(12847 views)