Automatic robust convex programming

نویسنده

  • Johan Löfberg
چکیده

This paper presents the robust optimization framework in the modeling language YALMIP, which carries out robust modeling and uncertainty elimination automatically, and allows the user to concentrate on the high-level model. While introducing the software package, a brief summary of robust optimization is given, as well as some comments on modeling and tractability of complex convex uncertain optimization problems.

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عنوان ژورنال:
  • Optimization Methods and Software

دوره 27  شماره 

صفحات  -

تاریخ انتشار 2012