Automatic robust convex programming

被引：169

作者：

Loefberg, Johan ^{[1
]}

机构：

[1] Linkoping Univ, Dept Elect Engn, Div Automat Control, SE-58183 Linkoping, Sweden

来源：

OPTIMIZATION METHODS & SOFTWARE | 2012年 / 27卷 / 01期

关键词：

robust optimization; conic programming; modelling software; RELAXATIONS;

D O I：

10.1080/10556788.2010.517532

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

This paper presents the robust optimization framework in the modelling language YALMIP, which carries out robust modelling and uncertainty elimination automatically and allows the user to concentrate on the high-level model. While introducing the software package, a brief summary of robust optimization is given, as well as some comments on modelling and tractability of complex convex uncertain optimization problems.

引用

页码：115 / 129

页数：15

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