LEADER 01040nam 2200289Ia 4500001 99125266946206421 005 20200520144314.0 006 m o d | 007 cr#-n--------- 008 090414s2009 nju o 000 0 eng d 020 1-282-25928-8 020 9786612259289 020 1-4008-3105-9 024 7 10.1515/9781400831050 |2doi 035 (CKB)1000000000788528 035 (EBL)457706 035 (OCoLC)439040007 035 (SSID)ssj0000239025 035 (PQKBManifestationID)11220773 035 (PQKBTitleCode)TC0000239025 035 (PQKBWorkID)10235249 035 (PQKB)11591388 035 (DE-B1597)447001 035 (OCoLC)979757917 035 (DE-B1597)9781400831050 035 (Au-PeEL)EBL457706 035 (CaPaEBR)ebr10326354 035 (CaONFJC)MIL225928 035 (PPN)170242854 035 (FR-PaCSA)45004286 035 (MiAaPQ)EBC457706 035 (EXLCZ)991000000000788528 040 MiAaPQ |beng |erda |epn |cMiAaPQ |dMiAaPQ 041 eng 044 nju |cUS-NJ 050 4 QA402.5 |b.B445 2009 072 7 MAT017000 |2bisacsh 082 04 519.6 |222 084 SK 870 |2rvk 100 1 Ben-Tal, A. 245 10 Robust optimization / |cAharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski. 250 Course Book 260 Princeton, NJ : |bPrinceton University Press, |cc2009. 300 1 online resource (565 p.) 336 text |btxt 337 computer |bc 338 online resource |bcr 490 0 Princeton Series in Applied Mathematics ; |v28 500 Description based upon print version of record. 546 English 505 00 |tFrontmatter -- |tContents -- |tPreface -- |tPart I. Robust Linear Optimization -- |tChapter One. Uncertain Linear Optimization Problems and their Robust Counterparts -- |tChapter Two. Robust Counterpart Approximations of Scalar Chance Constraints -- |tChapter Three. Globalized Robust Counterparts of Uncertain LO Problems -- |tChapter Four. More on Safe Tractable Approximations of Scalar Chance Constraints -- |tPart II. Robust Conic Optimization -- |tChapter Five. Uncertain Conic Optimization: The Concepts -- |tChapter Six. Uncertain Conic Quadratic Problems with Tractable RCs -- |tChapter Seven. Approximating RCs of Uncertain Conic Quadratic Problems -- |tChapter Eight. Uncertain Semidefinite Problems with Tractable RCs -- |tChapter Nine. Approximating RCs of Uncertain Semidefinite Problems -- |tChapter Ten. Approximating Chance Constrained CQIs and LMIs -- |tChapter Eleven. Globalized Robust Counterparts of Uncertain Conic Problems -- |tChapter Twelve. Robust Classi¯cation and Estimation -- |tPart III. Robust Multi-Stage Optimization -- |tChapter Thirteen. Robust Markov Decision Processes -- |tChapter Fourteen. Robust Adjustable Multistage Optimization -- |tPart IV. Selected Applications -- |tChapter Fifteen. Selected Applications -- |tAppendix A: Notation and Prerequisites -- |tAppendix B: Some Auxiliary Proofs -- |tAppendix C: Solutions to Selected Exercises -- |tBibliography -- |tIndex 520 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. 530 Issued also in print. 650 0 Robust optimization. 650 0 Linear programming. 776 |z0-691-14368-4 700 1 El Ghaoui, Laurent. 700 1 Nemirovskii, Arkadii Semenovich. 830 0 Princeton Series in Applied Mathematics 906 BOOK