Hints for practical robust optimization

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

Research output: Working paperDiscussion paperOther research output

205 Downloads (Pure)

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 languageEnglish
Place of PublicationTilburg
PublisherOperations research
Number of pages37
Volume2013-065
Publication statusPublished - 2013

Publication series

NameCentER Discussion Paper
Volume2013-065

Fingerprint

young

Keywords

  • robust optimization
  • adjustable robust optimization

Cite this

Gorissen, B. L., Yanikoglu, I., & den Hertog, D. (2013). Hints for practical robust optimization. (CentER Discussion Paper; Vol. 2013-065). Tilburg: Operations research.
Gorissen, B.L. ; Yanikoglu, I. ; den Hertog, D. / Hints for practical robust optimization. Tilburg : Operations research, 2013. (CentER Discussion Paper).
@techreport{faf9700ade4646b18bce134aec4e9914,
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.",
keywords = "robust optimization, adjustable robust optimization",
author = "B.L. Gorissen and I. Yanikoglu and {den Hertog}, D.",
note = "Pagination: 37",
year = "2013",
language = "English",
volume = "2013-065",
series = "CentER Discussion Paper",
publisher = "Operations research",
type = "WorkingPaper",
institution = "Operations research",

}

Gorissen, BL, Yanikoglu, I & den Hertog, D 2013 'Hints for practical robust optimization' CentER Discussion Paper, vol. 2013-065, Operations research, Tilburg.

Hints for practical robust optimization. / Gorissen, B.L.; Yanikoglu, I.; den Hertog, D.

Tilburg : Operations research, 2013. (CentER Discussion Paper; Vol. 2013-065).

Research output: Working paperDiscussion paperOther research output

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 -

Gorissen BL, Yanikoglu I, den Hertog D. Hints for practical robust optimization. Tilburg: Operations research. 2013. (CentER Discussion Paper).