Continuous Optimization - Sina Rezazadeh

Wednesday, February 14, 2018 4:00 pm - 4:00 pm EST (GMT -05:00)

Title: Comprehensive robust counterparts of uncertain problems

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


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.