Robust Optimization: Concise Review of Current Status and Issues

This paper gives a brief review of the theory and applications of the robust optimization. Major issues including tractability, relations with relevant optimization frameworks, and dynamic robust optimization are addressed and future research directions are presented.

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Bibliographic Details
Published in:Management science & financial engineering 2015, Vol.21 (2), p.1-8
Main Author: Park, Kyungchul
Format: Article
Language:Korean
Online Access:Get full text
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Summary:This paper gives a brief review of the theory and applications of the robust optimization. Major issues including tractability, relations with relevant optimization frameworks, and dynamic robust optimization are addressed and future research directions are presented.
ISSN:2287-2043
2287-2361