Derivative-free robust optimization by outer approximations
Author:
Funder
Advanced Scientific Computing Research
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/s10107-018-1326-9.pdf
Reference39 articles.
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2. Ben-Tal, A., El Ghaoui, L., Nemirovski, A.: Robust Optimization. Princeton University Press, Princeton (2009)
3. Ben-Tal, A., Hazan, E., Koren, T., Mannor, S.: Oracle-based robust optimization via online learning. Oper. Res. 63(3), 628–638 (2015). https://doi.org/10.1287/opre.2015.1374
4. Bertsimas, D., Brown, D., Caramanis, C.: Theory and applications of robust optimization. SIAM Rev. 53(3), 464–501 (2011). https://doi.org/10.1137/080734510
5. Bertsimas, D., Dunning, I., Lubin, M.: Reformulation versus cutting-planes for robust optimization. Comput. Manag. Sci. 13(2), 195–217 (2016). https://doi.org/10.1007/s10287-015-0236-z
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