Selected Topics in Robust Convex Optimization
Robust Optimization is a rapidly developing methodology for handling optimization problems affected by non-stochastic “uncertain-but-bounded” data perturbations. In this paper, we overview several selected topics in this popular area, specifically, (1) recent extensions of the basic concept of {\sl robust counterpart} of an optimization problem with uncertain data, (2) tractability of robust counterparts, (3) links … Read more