Robust Optimization for Unconstrained Simulation-Based Problems
نویسندگان
چکیده
منابع مشابه
Robust Optimization for Unconstrained Simulation-Based Problems
In engineering design, an optimized solution often turns out to be suboptimal, when errors are encountered. While the theory of robust convex optimization has taken significant strides over the past decade, all approaches fail if the underlying cost function is not explicitly given; it is even worse if the cost function is nonconvex. In this work, we present a robust optimization method, which ...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2010
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.1090.0715