Sharing my latest research paper, which encapsulates my current insights on classical robust optimization, covering the characterization of uncertainty sets from data and exploring both optimization and satisficing within a unified framework.
https://t.co/ScP7GHbg6r
New Logo of RSOME-Robust Stochastic Optimization Made Easy! Hexagonal shape inspired by the robust structure of honey comb. RSOME now supports SDP and exponential cones, which streamline the construction of more sophisticated robust models. https://t.co/2uXfIseBCZ
This is an update of our paper “The Occam’s Razor of Robustness”, with improved computational studies and incorporating mixed support. It circumvents the curse of dimensionality and is a promising direction for large scale multi period optimization.
https://t.co/t9zZ7Keiwx
Our next #robustoptimizationwebinar will take place this Friday, October 6, at 15:00 (CET):
Speaker: @melvynsim (National University of Singapore)
Title: The Occam's Razor of Robustness
For more information, please check our webpage:
https://t.co/Q673IbNAL6
#ROW