A unified approach to inverse robust optimization problems
From MaRDI portal
Abstract: A variety of approaches has been developed to deal with uncertain optimization problems. Often, they start with a given set of uncertainties and then try to minimize the influence of these uncertainties. Depending on the approach used, the corresponding price of robustness is different. The reverse view is to first set a budget for the price one is willing to pay and then find the most robust solution. In this article, we aim to unify these inverse approaches to robustness. We provide a general problem definition and a proof of the existence of its solution. We study properties of this solution such as closedness, convexity, and boundedness. We also provide a comparison with existing robustness concepts such as the stability radius, the resilience radius, and the robust feasibility radius. We show that the general definition unifies these approaches. We conclude with examples that demonstrate the flexibility of the introduced concept.
Recommendations
- A unified approach through image space analysis to robustness in uncertain optimization problems
- Variable-sized uncertainty and inverse problems in robust optimization
- An uncertain minimization problem: robust optimization versus optimization of robustness
- A unified approach to uncertain optimization
- Softening the Robustness of Optimization Problems: A New Budgeted Uncertainty Approach
This page was built for publication: A unified approach to inverse robust optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6368091)
