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Robust Optimization
Aharon Ben-Tal
€ 126.90
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Description for Robust Optimization
Hardback. Features simple treatment of uncertain linear programming. This book also presents an analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. Series: Princeton Series in Applied Mathematics. Num Pages: 576 pages, 36 line illus. 41 tables. BIC Classification: PBUH. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 261 x 187 x 36. Weight in Grams: 1312.
Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject. Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution. The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations. An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.
Product Details
Publisher
Princeton University Press United States
Number of pages
568
Format
Hardback
Publication date
2009
Series
Princeton Series in Applied Mathematics
Condition
New
Weight
1251g
Number of Pages
576
Place of Publication
New Jersey, United States
ISBN
9780691143682
SKU
V9780691143682
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Aharon Ben-Tal
Aharon Ben-Tal is professor of operations research at the Technion, Israel Institute for Technology. Laurent El Ghaoui is associate professor of electrical engineering and operations research at the University of California, Berkeley. Arkadi Nemirovski is professor of industrial and systems engineering at Georgia Institute of Technology.
Reviews for Robust Optimization
"Robust optimization is an active area of research that is likely to find many practical applications in the future. This book is an authoritative reference that will be very useful to researchers working in this area. Furthermore, the book has been structured so that the first part could easily be used as the text for a graduate level course in robust optimization."
Brian Borchers, MAA Reviews "[T]his reference book gives an excellent and stimulating account of the classical and advanced results in the field, and should be consulted by all researchers and practitioners."
Joseph Frederic Bonnans, Zentralblatt MATH
Brian Borchers, MAA Reviews "[T]his reference book gives an excellent and stimulating account of the classical and advanced results in the field, and should be consulted by all researchers and practitioners."
Joseph Frederic Bonnans, Zentralblatt MATH