Robust Optimization

Aharon Ben-Tal (u. a.)

ISBN 10: 0691143684 / ISBN 13: 9780691143682

Editore: Princeton University Press, 2009

Robust Optimization | Aharon Ben-Tal (u. a.) | Buch | Einband - fest (Hardcover) | Englisch | 2009 | Princeton University Press | EAN 9780691143682 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand. Codice articolo 101566183

Riassunto:

Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject.


Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution.


The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations.


An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.

Informazioni sull?autore: Aharon Ben-Tal is professor of operations research at the Technion, Israel Institute for Technology. Laurent El Ghaoui is associate professor of electrical engineering and operations research at the University of California, Berkeley. Arkadi Nemirovski is professor of industrial and systems engineering at Georgia Institute of Technology.

Dati bibliografici

Titolo: Robust Optimization
Casa editrice: Princeton University Press
Data di pubblicazione: 2009
Legatura: Buch
Condizione: Neu