IJPAM: Volume 74, No. 1 (2012)
AN BRIEF INTRODUCTION TO
ROBUST OPTIMIZATION APPROACH
ROBUST OPTIMIZATION APPROACH
Hong-Xia Yu
, Li Jin
School of Mathematics and Pyhsics
University of Shanghai Electric Power
No. 28, Xue Hai Road, 201300, Shanghai, P.R. CHINA
School of Mathematics, Physics and Information Science
Zhejiang Ocean University
Zhoushan, 316004, P.R. CHINA



University of Shanghai Electric Power
No. 28, Xue Hai Road, 201300, Shanghai, P.R. CHINA

Zhejiang Ocean University
Zhoushan, 316004, P.R. CHINA
Abstract. In this paper, we firstly give a brief introduction to robust optimization, a more recent approach to optimization under uncertainty. Then we compare it to the other two classical methods for treating uncertain problem, sensitivity analysis and stochastic optimization.
Received: October 22, 2011
AMS Subject Classification: 90C30, 90C90
Key Words and Phrases: robust optimization, sensitivity analysis, stochastic optimization
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Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Year: 2012
Volume: 74
Issue: 1