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Continuous Optimization - Sina RezazadehExport this event to calendar

Wednesday, February 14, 2018 — 4:00 PM EST

Title: Comprehensive robust counterparts of uncertain problems

Speaker: Sina Rezazadeh
Affiliation: University of Waterloo
Room: MC 5479

Abstract:

We continue our study of Robust Optimization by discussing the paper by Ben-Tal,  Boyd and Nemirovski, "Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems." The chief purpose of the paper is to present a comprehensive robust counterpart (CRC) of an uncertain problem which not only guarantees a normal performance in presence of typical uncertainty, but also manages the deterioration in case of large deviation from uncertain data. 

Location 
MC - Mathematics & Computer Building
5479
200 University Avenue West
Waterloo, ON N2L 3G1
Canada

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