The Resource Robust optimization, Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski
Robust optimization, Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski
Resource Information
The item Robust optimization, Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri-St. Louis Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Robust optimization, Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri-St. Louis Libraries.
This item is available to borrow from 1 library branch.
- Summary
- 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 opera
- Language
- eng
- Extent
- 1 online resource (xxii, 542 pages)
- 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
- Isbn
- 9781400831050
- Label
- Robust optimization
- Title
- Robust optimization
- Statement of responsibility
- Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski
- Language
- eng
- Summary
- 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 opera
- Cataloging source
- N$T
- http://library.link/vocab/creatorName
- Ben-Tal, A
- Dewey number
- 519.6
- Illustrations
- illustrations
- Index
- index present
- Language note
- In English
- LC call number
- QA402.5
- LC item number
- .B445 2009eb
- Literary form
- non fiction
- Nature of contents
-
- dictionaries
- bibliography
- 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
- MATHEMATICS
- MATHEMATICS
- Linear programming
- Robust optimization
- Label
- Robust optimization, Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski
- Antecedent source
- unknown
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- multicolored
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- 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
- Control code
- 439040007
- Dimensions
- unknown
- Extent
- 1 online resource (xxii, 542 pages)
- File format
- unknown
- Form of item
- online
- Isbn
- 9781400831050
- Level of compression
- unknown
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
-
- 9786612259289
- 10.1515/9781400831050
- Other physical details
- illustrations
- http://library.link/vocab/ext/overdrive/overdriveId
-
- 225928
- 22573/cttw69w
- Quality assurance targets
- not applicable
- Reformatting quality
- unknown
- Sound
- unknown sound
- Specific material designation
- remote
- System control number
- (OCoLC)439040007
- Label
- Robust optimization, Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski
- Antecedent source
- unknown
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- multicolored
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- 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
- Control code
- 439040007
- Dimensions
- unknown
- Extent
- 1 online resource (xxii, 542 pages)
- File format
- unknown
- Form of item
- online
- Isbn
- 9781400831050
- Level of compression
- unknown
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
-
- 9786612259289
- 10.1515/9781400831050
- Other physical details
- illustrations
- http://library.link/vocab/ext/overdrive/overdriveId
-
- 225928
- 22573/cttw69w
- Quality assurance targets
- not applicable
- Reformatting quality
- unknown
- Sound
- unknown sound
- Specific material designation
- remote
- System control number
- (OCoLC)439040007
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.umsl.edu/portal/Robust-optimization-Aharon-Ben-Tal-Laurent-El/NMP9I6uQ_Go/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.umsl.edu/portal/Robust-optimization-Aharon-Ben-Tal-Laurent-El/NMP9I6uQ_Go/">Robust optimization, Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.umsl.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.umsl.edu/">University of Missouri-St. Louis Libraries</a></span></span></span></span></div>