Hints for practical robust optimization

B.L. Gorissen; I. Yanikoglu; D. den Hertog

Hints for practical robust optimization

B.L. Gorissen, I. Yanikoglu, D. den Hertog

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Abstract

Robust optimization (RO) is a young and active research field that has been mainly developed in the last 15 years. RO techniques are very useful for practice and not difficult to understand for practitioners. It is therefore remarkable that real-life applications of RO are still lagging behind; there is much more potential for real-life applications than has been exploited hitherto. The aim of this paper is to help practitioners to successfully apply RO in practice. We pinpoint several important items that may be helpful for successfully applying RO. We use many small examples to illustrate our discussions.

Original language	English
Place of Publication	Tilburg
Publisher	Operations research
Number of pages	37
Volume	2013-065
Publication status	Published - 2013

Publication series

Name	CentER Discussion Paper
Volume	2013-065

Keywords

robust optimization
adjustable robust optimization

Cite this

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title = "Hints for practical robust optimization",

abstract = "Robust optimization (RO) is a young and active research field that has been mainly developed in the last 15 years. RO techniques are very useful for practice and not difficult to understand for practitioners. It is therefore remarkable that real-life applications of RO are still lagging behind; there is much more potential for real-life applications than has been exploited hitherto. The aim of this paper is to help practitioners to successfully apply RO in practice. We pinpoint several important items that may be helpful for successfully applying RO. We use many small examples to illustrate our discussions.",

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series = "CentER Discussion Paper",

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TY - UNPB

T1 - Hints for practical robust optimization

AU - Gorissen, B.L.

AU - Yanikoglu, I.

AU - den Hertog, D.

N1 - Pagination: 37

PY - 2013

Y1 - 2013

N2 - Robust optimization (RO) is a young and active research field that has been mainly developed in the last 15 years. RO techniques are very useful for practice and not difficult to understand for practitioners. It is therefore remarkable that real-life applications of RO are still lagging behind; there is much more potential for real-life applications than has been exploited hitherto. The aim of this paper is to help practitioners to successfully apply RO in practice. We pinpoint several important items that may be helpful for successfully applying RO. We use many small examples to illustrate our discussions.

AB - Robust optimization (RO) is a young and active research field that has been mainly developed in the last 15 years. RO techniques are very useful for practice and not difficult to understand for practitioners. It is therefore remarkable that real-life applications of RO are still lagging behind; there is much more potential for real-life applications than has been exploited hitherto. The aim of this paper is to help practitioners to successfully apply RO in practice. We pinpoint several important items that may be helpful for successfully applying RO. We use many small examples to illustrate our discussions.

KW - robust optimization

KW - adjustable robust optimization

M3 - Discussion paper

VL - 2013-065

T3 - CentER Discussion Paper

BT - Hints for practical robust optimization

PB - Operations research

CY - Tilburg

ER -

Hints for practical robust optimization

Abstract

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Keywords

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