Robust optimization criteria: state-of-the-art and new issues
Technical Report UTT-LOSI-14001, ISSN:2266-5064
Université de Technologie de Troyes
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 classications 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 intensication in the search space for local search.