IJPAM: Volume 74, No. 1 (2012)
ROBUST OPTIMIZATION APPROACH
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
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