Automatic robust convex programming

被引：162
|
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
收藏
页码：115 / 129
页数：15
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