Robust Optimization
by A. Ben-Tal, L. El Ghaoui, A. Nemirovski
Publisher: Princeton University Press 2009
ISBN/ASIN: B0087I5CBO
Number of pages: 570
Description:
Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject.
Download or read it online for free here:
Download link
(7.2MB, PDF)
Similar books
Optimization Algorithms: Methods and Applicationsby Ozgur Baskan (ed.) - InTech
This book covers state-of-the-art optimization methods and their applications in wide range especially for researchers and practitioners who wish to improve their knowledge in this field. It covers applications in engineering and various other areas.
(9047 views)
The Design of Approximation Algorithmsby D. P. Williamson, D. B. Shmoys - Cambridge University Press
This book shows how to design approximation algorithms: efficient algorithms that find provably near-optimal solutions. It is organized around techniques for designing approximation algorithms, including greedy and local search algorithms.
(18570 views)
Convex Optimization: Algorithms and Complexityby Sebastien Bubeck - arXiv.org
This text presents the main complexity theorems in convex optimization and their algorithms. Starting from the fundamental theory of black-box optimization, the material progresses towards recent advances in structural and stochastic optimization.
(9681 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.
(22810 views)