Robust Optimization (Princeton Series in Applied Mathematics)

Robust Optimization (Princeton Series in Applied Mathematics) pdf epub mobi txt 電子書 下載2025

出版者:Princeton University Press
作者:Aharon Ben-Tal
出品人:
頁數:564
译者:
出版時間:2009-08-10
價格:USD 65.00
裝幀:Hardcover
isbn號碼:9780691143682
叢書系列:
圖書標籤:
  • Optimization 
  • 數學 
  • 優化 
  • 機器學習 
  • 應用數學 
  •  
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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.

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