Authors
Amadeu Almeida Coco, Elyn Solano Charris, Andréa Cynthia Santos, Christian Prins, Thiago Ferreira de Noronha,
Title
Robust optimization criteria: state-of-the-art and new issues
In
Technical Report UTT-LOSI-14001, ISSN:2266-5064
Publisher
Université de Technologie de Troyes
Year
2014
Indexed by
Abstract
An attractive feature concerning optimization problems is to handle uncertain parameters. For this purpose, several approaches to model un- certainty are available, such as stochastic programming and robust opti- mization. This study is focused on robust optimization, in particular, the criteria to select and determine a robust solution. We provide an overview on robust optimization criteria and introduce two new classi cations cri- teria for measuring the robustness of both scenarios and solutions. They can be used independently or coupled with classical robust optimization criteria and could work as a complementary tool for the intensi cation in the search space for local search.
Affiliations
Offprint