Adjustable robust optimization models for a nonlinear two-period system

Journal of Optimization Theory and Applications

Volumn 136, Issue 2, 2008, Pages 275-295

  Takeda, A ^a   Taguchi, S ^b   Tutuncu R H ^c  

^a TOKYO INSTITUTE OF TECHNOLOGY   (Japan)

^b TOSHIBA CORPORATION   (Japan)

^c Goldman Sachs Group   (United States)

Author keywords

Quasiconvex set valued map; Robust optimization; Two period nonlinear optimization problem

Indexed keywords

NONLINEAR PROGRAMMING;

CONDITION; NONLINEAR OPTIMIZATION PROBLEMS; OPTIMIZATION APPROACH; POLYTOPIC UNCERTAINTIES; QUASI CONVEXITY; QUASICONVEX SET-VALUED MAPS; ROBUST OPTIMIZATION; ROBUST OPTIMIZATION MODELS; TWO-PERIOD NONLINEAR OPTIMIZATION PROBLEM; UNCERTAIN PARAMETERS;

UNCERTAINTY ANALYSIS;

EID: 38549108329     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/s10957-007-9288-8     Document Type: Article

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