Construct · 1 fields · 1 citations

robust optimization: a standalone construct

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robustoptimization1 CONSTRUCTRobust optimization BERTSIMAS · OPERATIONS

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Operations research

optimization that guards against worst cases within a set of uncertain parameters, tuning how conservative the solution is.

In operations research, robust optimization refers to optimization that guards against worst cases within a set of uncertain parameters, tuning how conservative the solution is. This meaning comes from Bertsimas (2004) in Operations Research.[1]

Unit
Recovery means
Measured by

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Nearby constructs

Danskin's theorem1 fields · 1 citationsanchor · a standalone constructoperation1 fields · 1 citationsanchor · a standalone constructprojected gradient descent attack1 fields · 1 citationsanchor · a standalone construct

References

  1. Bertsimas, D., & Sim, M. (2004). The Price of Robustness. Operations Research, 52(1), 35-53. https://doi.org/10.1287/opre.1030.0065

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