Robust optimization: Difference between revisions

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'''Robust optimization''' is a field of [[mathematical optimization]] theory that deals with optimization problems in which a certain measure of robustness is sought against [[uncertainty]] that can be represented as deterministic variability in the value of the parameters of the problem itself and/or its solution. It is related to, but often distinguished from, [https://www.mdpi.com/1996-1073/15/3/825 probabilistic optimization] methods such as [https://people.eecs.berkeley.edu/~elghaoui/Teaching/EE227A/lecture24.pdf chance-constrained optimization].
 
== History ==