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The Resource Robust optimization, Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski, (electronic resource)

Robust optimization, Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski, (electronic resource)

Label
Robust optimization
Title
Robust optimization
Statement of responsibility
Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski
Creator
Contributor
Subject
Language
eng
Summary
  • Robust optimization is a fairly 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. The authors are the principal developers of robust optimization
  • Robust optimization is a fairly 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. The authors are the principal developers of robust optimization
  • Robust optimization is a fairly 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. The authors are the principal developers of robust optimization
  • Robust optimization is a fairly 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. The authors are the principal developers of robust optimization
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Ben-Tal, A
Dewey number
519.6
LC call number
QA402.5
LC item number
.B445 2009
http://library.link/vocab/relatedWorkOrContributorName
  • El Ghaoui, Laurent
  • Nemirovskiĭ, A. S.
Series statement
Princeton series in applied mathematics
http://library.link/vocab/subjectName
  • Robust optimization
  • Linear programming
Label
Robust optimization, Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski, (electronic resource)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Contents
  • Pt. I. Robust Linear Optimization -- Ch. 1. Uncertain Linear Optimization Problems and their Robust Counterparts -- Ch. 2. Robust Counterpart Approximations of Scalar Chance Constraints -- Ch. 3. Globalized Robust Counterparts of Uncertain LO Problems -- Ch. 4. More on Safe Tractable Approximations of Scalar Chance Constraints -- Pt. II. Robust Conic Optimization -- Ch. 5. Uncertain Conic Optimization: The Concepts -- Ch. 6. Uncertain Conic Quadratic Problems with Tractable RCs -- Ch. 7. Approximating RCs of Uncertain Conic Quadratic Problems -- Ch. 8. Uncertain Semidefinite Problems with Tractable RCs -- Ch. 9. Approximating RCs of Uncertain Semidefinite Problems -- Ch. 10. Approximating Chance Constrained CQIs and LMIs -- Ch. 11. Globalized Robust Counterparts of Uncertain Conic Problems -- Ch. 12. Robust Classification and Estimation -- Pt. III. Robust Multi-Stage Optimization -- Ch. 13. Robust Markov Decision Processes -- Ch. 14. Robust Adjustable Multistage Optimization -- Pt. IV. Selected Applications -- Ch. 15. Selected Applications -- App. A. Notation and Prerequisites -- App. B. Some Auxiliary Proofs -- App. C. Solutions to Selected Exercises -- Index
  • Pt. I. Robust Linear Optimization -- Ch. 1. Uncertain Linear Optimization Problems and their Robust Counterparts -- Ch. 2. Robust Counterpart Approximations of Scalar Chance Constraints -- Ch. 3. Globalized Robust Counterparts of Uncertain LO Problems -- Ch. 4. More on Safe Tractable Approximations of Scalar Chance Constraints -- Pt. II. Robust Conic Optimization -- Ch. 5. Uncertain Conic Optimization: The Concepts -- Ch. 6. Uncertain Conic Quadratic Problems with Tractable RCs -- Ch. 7. Approximating RCs of Uncertain Conic Quadratic Problems -- Ch. 8. Uncertain Semidefinite Problems with Tractable RCs -- Ch. 9. Approximating RCs of Uncertain Semidefinite Problems -- Ch. 10. Approximating Chance Constrained CQIs and LMIs -- Ch. 11. Globalized Robust Counterparts of Uncertain Conic Problems -- Ch. 12. Robust Classification and Estimation -- Pt. III. Robust Multi-Stage Optimization -- Ch. 13. Robust Markov Decision Processes -- Ch. 14. Robust Adjustable Multistage Optimization -- Pt. IV. Selected Applications -- Ch. 15. Selected Applications -- App. A. Notation and Prerequisites -- App. B. Some Auxiliary Proofs -- App. C. Solutions to Selected Exercises -- Index
  • Pt. I. Robust Linear Optimization -- Ch. 1. Uncertain Linear Optimization Problems and their Robust Counterparts -- Ch. 2. Robust Counterpart Approximations of Scalar Chance Constraints -- Ch. 3. Globalized Robust Counterparts of Uncertain LO Problems -- Ch. 4. More on Safe Tractable Approximations of Scalar Chance Constraints -- Pt. II. Robust Conic Optimization -- Ch. 5. Uncertain Conic Optimization: The Concepts -- Ch. 6. Uncertain Conic Quadratic Problems with Tractable RCs -- Ch. 7. Approximating RCs of Uncertain Conic Quadratic Problems -- Ch. 8. Uncertain Semidefinite Problems with Tractable RCs -- Ch. 9. Approximating RCs of Uncertain Semidefinite Problems -- Ch. 10. Approximating Chance Constrained CQIs and LMIs -- Ch. 11. Globalized Robust Counterparts of Uncertain Conic Problems -- Ch. 12. Robust Classification and Estimation -- Pt. III. Robust Multi-Stage Optimization -- Ch. 13. Robust Markov Decision Processes -- Ch. 14. Robust Adjustable Multistage Optimization -- Pt. IV. Selected Applications -- Ch. 15. Selected Applications -- App. A. Notation and Prerequisites -- App. B. Some Auxiliary Proofs -- App. C. Solutions to Selected Exercises -- Index
  • Pt. I. Robust Linear Optimization -- Ch. 1. Uncertain Linear Optimization Problems and their Robust Counterparts -- Ch. 2. Robust Counterpart Approximations of Scalar Chance Constraints -- Ch. 3. Globalized Robust Counterparts of Uncertain LO Problems -- Ch. 4. More on Safe Tractable Approximations of Scalar Chance Constraints -- Pt. II. Robust Conic Optimization -- Ch. 5. Uncertain Conic Optimization: The Concepts -- Ch. 6. Uncertain Conic Quadratic Problems with Tractable RCs -- Ch. 7. Approximating RCs of Uncertain Conic Quadratic Problems -- Ch. 8. Uncertain Semidefinite Problems with Tractable RCs -- Ch. 9. Approximating RCs of Uncertain Semidefinite Problems -- Ch. 10. Approximating Chance Constrained CQIs and LMIs -- Ch. 11. Globalized Robust Counterparts of Uncertain Conic Problems -- Ch. 12. Robust Classification and Estimation -- Pt. III. Robust Multi-Stage Optimization -- Ch. 13. Robust Markov Decision Processes -- Ch. 14. Robust Adjustable Multistage Optimization -- Pt. IV. Selected Applications -- Ch. 15. Selected Applications -- App. A. Notation and Prerequisites -- App. B. Some Auxiliary Proofs -- App. C. Solutions to Selected Exercises -- Index
Control code
OCM1bookssj0000239025
Dimensions
unknown
Isbn
9780691143682
Isbn Type
(hardcover : alk. paper)
Lccn
2009013229
Specific material designation
remote
System control number
(WaSeSS)bookssj0000239025
Label
Robust optimization, Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski, (electronic resource)
Publication
Bibliography note
Includes bibliographical references and index
Contents
  • Pt. I. Robust Linear Optimization -- Ch. 1. Uncertain Linear Optimization Problems and their Robust Counterparts -- Ch. 2. Robust Counterpart Approximations of Scalar Chance Constraints -- Ch. 3. Globalized Robust Counterparts of Uncertain LO Problems -- Ch. 4. More on Safe Tractable Approximations of Scalar Chance Constraints -- Pt. II. Robust Conic Optimization -- Ch. 5. Uncertain Conic Optimization: The Concepts -- Ch. 6. Uncertain Conic Quadratic Problems with Tractable RCs -- Ch. 7. Approximating RCs of Uncertain Conic Quadratic Problems -- Ch. 8. Uncertain Semidefinite Problems with Tractable RCs -- Ch. 9. Approximating RCs of Uncertain Semidefinite Problems -- Ch. 10. Approximating Chance Constrained CQIs and LMIs -- Ch. 11. Globalized Robust Counterparts of Uncertain Conic Problems -- Ch. 12. Robust Classification and Estimation -- Pt. III. Robust Multi-Stage Optimization -- Ch. 13. Robust Markov Decision Processes -- Ch. 14. Robust Adjustable Multistage Optimization -- Pt. IV. Selected Applications -- Ch. 15. Selected Applications -- App. A. Notation and Prerequisites -- App. B. Some Auxiliary Proofs -- App. C. Solutions to Selected Exercises -- Index
  • Pt. I. Robust Linear Optimization -- Ch. 1. Uncertain Linear Optimization Problems and their Robust Counterparts -- Ch. 2. Robust Counterpart Approximations of Scalar Chance Constraints -- Ch. 3. Globalized Robust Counterparts of Uncertain LO Problems -- Ch. 4. More on Safe Tractable Approximations of Scalar Chance Constraints -- Pt. II. Robust Conic Optimization -- Ch. 5. Uncertain Conic Optimization: The Concepts -- Ch. 6. Uncertain Conic Quadratic Problems with Tractable RCs -- Ch. 7. Approximating RCs of Uncertain Conic Quadratic Problems -- Ch. 8. Uncertain Semidefinite Problems with Tractable RCs -- Ch. 9. Approximating RCs of Uncertain Semidefinite Problems -- Ch. 10. Approximating Chance Constrained CQIs and LMIs -- Ch. 11. Globalized Robust Counterparts of Uncertain Conic Problems -- Ch. 12. Robust Classification and Estimation -- Pt. III. Robust Multi-Stage Optimization -- Ch. 13. Robust Markov Decision Processes -- Ch. 14. Robust Adjustable Multistage Optimization -- Pt. IV. Selected Applications -- Ch. 15. Selected Applications -- App. A. Notation and Prerequisites -- App. B. Some Auxiliary Proofs -- App. C. Solutions to Selected Exercises -- Index
  • Pt. I. Robust Linear Optimization -- Ch. 1. Uncertain Linear Optimization Problems and their Robust Counterparts -- Ch. 2. Robust Counterpart Approximations of Scalar Chance Constraints -- Ch. 3. Globalized Robust Counterparts of Uncertain LO Problems -- Ch. 4. More on Safe Tractable Approximations of Scalar Chance Constraints -- Pt. II. Robust Conic Optimization -- Ch. 5. Uncertain Conic Optimization: The Concepts -- Ch. 6. Uncertain Conic Quadratic Problems with Tractable RCs -- Ch. 7. Approximating RCs of Uncertain Conic Quadratic Problems -- Ch. 8. Uncertain Semidefinite Problems with Tractable RCs -- Ch. 9. Approximating RCs of Uncertain Semidefinite Problems -- Ch. 10. Approximating Chance Constrained CQIs and LMIs -- Ch. 11. Globalized Robust Counterparts of Uncertain Conic Problems -- Ch. 12. Robust Classification and Estimation -- Pt. III. Robust Multi-Stage Optimization -- Ch. 13. Robust Markov Decision Processes -- Ch. 14. Robust Adjustable Multistage Optimization -- Pt. IV. Selected Applications -- Ch. 15. Selected Applications -- App. A. Notation and Prerequisites -- App. B. Some Auxiliary Proofs -- App. C. Solutions to Selected Exercises -- Index
  • Pt. I. Robust Linear Optimization -- Ch. 1. Uncertain Linear Optimization Problems and their Robust Counterparts -- Ch. 2. Robust Counterpart Approximations of Scalar Chance Constraints -- Ch. 3. Globalized Robust Counterparts of Uncertain LO Problems -- Ch. 4. More on Safe Tractable Approximations of Scalar Chance Constraints -- Pt. II. Robust Conic Optimization -- Ch. 5. Uncertain Conic Optimization: The Concepts -- Ch. 6. Uncertain Conic Quadratic Problems with Tractable RCs -- Ch. 7. Approximating RCs of Uncertain Conic Quadratic Problems -- Ch. 8. Uncertain Semidefinite Problems with Tractable RCs -- Ch. 9. Approximating RCs of Uncertain Semidefinite Problems -- Ch. 10. Approximating Chance Constrained CQIs and LMIs -- Ch. 11. Globalized Robust Counterparts of Uncertain Conic Problems -- Ch. 12. Robust Classification and Estimation -- Pt. III. Robust Multi-Stage Optimization -- Ch. 13. Robust Markov Decision Processes -- Ch. 14. Robust Adjustable Multistage Optimization -- Pt. IV. Selected Applications -- Ch. 15. Selected Applications -- App. A. Notation and Prerequisites -- App. B. Some Auxiliary Proofs -- App. C. Solutions to Selected Exercises -- Index
Control code
OCM1bookssj0000239025
Dimensions
unknown
Isbn
9780691143682
Isbn Type
(hardcover : alk. paper)
Lccn
2009013229
Specific material designation
remote
System control number
(WaSeSS)bookssj0000239025

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