Robust optimization–a comprehensive survey

HG Beyer, B Sendhoff - Computer methods in applied mechanics and …, 2007 - Elsevier
… programming, deterministic nonlinear optimization, and direct search … techniques. It also
addresses performance aspects and test scenarios for direct robust optimization techniques

Development of a simple and efficient method for robust optimization

DH Jung, BC Lee - International journal for numerical methods …, 2002 - Wiley Online Library
Robust optimization problems are newly formulated and an e … To ensure the robustness of
objective performance, we introduce a … Many techniques have been developed for the e cient …

Recent advances in robust optimization: An overview

V Gabrel, C Murat, A Thiele - European journal of operational research, 2014 - Elsevier
… set, to which robust optimization techniques were then … robust optimization and stochastic
optimization paradigms, for instance quantifying the performance of the robust optimization

Application of robust optimization method to power system problems

M Nazari-Heris, B Mohammadi-Ivatloo - … of power system optimization, 2018 - Elsevier
… years by employing different optimization techniques and uncertainty modeling methods.
Robust optimization approach is introduced for solving optimization problems with uncertain …

Data-driven robust optimization

D Bertsimas, V Gupta, N Kallus - Mathematical Programming, 2018 - Springer
… for robust optimization using statistical hypothesis tests. The approach is flexible and widely
applicable, and robust optimization … traditional robust optimization techniques whenever data …

A practical guide to robust optimization

BL Gorissen, İ Yanıkoğlu, D Den Hertog - Omega, 2015 - Elsevier
robust optimization and to successfully apply it in practice. We provide a brief introduction to
robust optimization, … The first way is to apply robust reformulation techniques to exclude the …

Robust optimization with simulated annealing

D Bertsimas, O Nohadani - Journal of Global Optimization, 2010 - Springer
… Moreover, we show that this technique can provide a global robust optimum at
computationally reasonable costs. We showcase its performance on a 100-dimensional …

A robust optimization procedure with variations on design variables and constraints

S Sundaresan, K Ishii, DR Houser - Engineering Optimization+ A35, 1995 - Taylor & Francis
optimization: This research proposed three techniques to solve constrained statistical
optimization … The three techniques modelled the uncertainty in the constraints (Aqi) due to …

Offering strategy via robust optimization

L Baringo, AJ Conejo - IEEE Transactions on Power Systems, 2010 - ieeexplore.ieee.org
… This paper provides a technique based on robust optimization and price confidence
intervals to derive optimal offering curves for a price-taker producer operating in a pool-based …

Optimal scheduling of electric vehicles aggregator under market price uncertainty using robust optimization technique

Y Cao, L Huang, Y Li, K Jermsittiparsert… - International Journal of …, 2020 - Elsevier
… So, a robust optimization technique is applied in this work to investigate robust scheduling of
… In order to model the market price uncertainty with the mentioned technique, the upper and …