“Robust Optimization”

WAKE FOREST UNIVERSITY
DEPARTMENT OF MATHEMATICS & STATISTICS
Presents a Senior Seminar by:
Thursday, December 6, 2018
Carswell Hall 118
Roger Wang
“Robust Optimization”
5:20pm – 5:40pm

Robust optimization is a mathematical method to address optimal solutions for the uncertain optimization model in terms of computational complexity. The main goal of this method is to allocate the resources efficiently without breaking any constraints. In this paper, we are going to introduce three methods to achieve robust optimization. The Soyster’s method converts the uncertainty problem into a regular linear programming problem by worst case scenario whereas the Ben-tal’s and Simon’s methods reduce the conservatism in the first method and find the optimal solution according to the selection of parameter.

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