Case studies for a first-order robust nonlinear programming formulation

DOI10.1007/S10957-007-9208-YMaRDI QIDQ2454739zbMATH OpenOpenAlexFDO

Authors E. T. Hale, Yin Zhang

Publication date 16 October 2007

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-007-9208-y

zbMATH Keywords

design under uncertaintyfirst-order robustnessnonlinear programmingrobust optimizationsafety constraints

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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• General robust-optimization formulation for nonlinear programming
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Cites work

• A Modeling Language for Mathematical Programming
• An algorithm for constrained nonlinear optimization under uncertainty
• An approach to solving the optimization problem under uncertainty
• General robust-optimization formulation for nonlinear programming
• Optimum design in the presence of parametric uncertainty

Cited in

(3)

• Robust nonlinear optimization with conic representable uncertainty set
• A survey of nonlinear robust optimization
• General robust-optimization formulation for nonlinear programming

Describes a project that uses

Uses Software

• SNOPT
• AMPL
• MINOS

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