Robust Optimization for Unconstrained Simulation-Based Problems
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Publication:3100457
DOI10.1287/opre.1090.0715zbMath1226.90074OpenAlexW1973132297MaRDI QIDQ3100457
Kwong Meng Teo, Omid Nohadani, Dimitris J. Bertsimas
Publication date: 24 November 2011
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1090.0715
robustnessnonconvex optimizationrobust optimizationdata uncertaintyengineering optimizationimplementation errors
Minimax problems in mathematical programming (90C47) Nonconvex programming, global optimization (90C26)
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