Robust optimization: Difference between revisions

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===Robust counterpart===

The solution method to many robust program involves creating a deterministic equivalent, called the robust counterpart. The practical difficulty of a robust program depends on if its robust counterpart is computationally tractable.<ref>Ben-Tal A., El Ghaoui, L. and Nemirovski, A. (2009). Robust Optimization. ''Princeton Series in Applied Mathematics,'' Princeton University Press, 9-16.</ref><ref>[[Sven Leyffer|Leyffer S.]], Menickelly M., Munson T., Vanaret C. and Wild S. M (2020). A survey of nonlinear robust optimization. ''INFOR: Information Systems and Operational Research,'' Taylor \& Francis.</ref>

<ref>Leyffer S., Menickelly M., Munson T., Vanaret C. and Wild S. M (2020). A survey of nonlinear robust optimization. ''INFOR: Information Systems and Operational Research,'' Taylor \& Francis.</ref>

== See also ==