Questions tagged [robust-optimization]
The robust-optimization tag has no usage guidance.
4
questions
17
votes
2answers
541 views
Difference between stochastic optimization and robust optimization
I would like to know whether stochastic optimization and robust optimization are the same and if not, what is the main difference between them. I did an Internet search and I found the following ...
13
votes
1answer
143 views
Robust counterpart: why is dual reformulation not working?
I am trying to solve robust optimisation problems, but I am getting nonsensical solutions most of the time… Here is a very simplified example:
\begin{alignat}{2}\max&\quad x+z&\\\text{s.t.}&...
8
votes
0answers
79 views
Calculating robustness of layout plans
We have tried to design a manufacturing cell which will produce specific families of products. We figure out three layout plans for implementation. For practical reasons, we need to calculate the ...
15
votes
4answers
809 views
Modeling the uncertainty of the input parameters
There are many approaches to deal with the uncertainty such as stochastic programming, robust optimization and fuzzy programming. Finding a suitable approach that is applicable in the real situations ...
