Tractable approximate robust geometric programming
نویسندگان
چکیده
منابع مشابه
Tractable approximate robust geometric programming
The optimal solution of a geometric program (GP) can be sensitive to variations in the problem data. Robust geometric programming can systematically alleviate the sensitivity problem by explicitly incorporating a model of data uncertainty in a GP and optimizing for the worst-case scenario under this model. However, it is not known whether a general robust GP can be reformulated as a tractable o...
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ژورنال
عنوان ژورنال: Optimization and Engineering
سال: 2007
ISSN: 1389-4420,1573-2924
DOI: 10.1007/s11081-007-9025-z