Freitag, 08.11.2019, 14:30 Uhr
Solving hard non-robust optimization problems by Robust Optimization
Dick den Hertog (Tilburg University)
Robust Optimization (RO) is now more than 20 years old, and is meant to obtain solutions that are robust against uncertainty in the optimization problem. In the first part of the talk, we summarize the essence of RO. Surprisingly, RO can also be used for hard optimization problems that do not contain uncertain parameters. In the second part, we discuss several of such hard classes of optimization, and show that they can be reformulated to adaptive robust linear optimization problems. In particular we discuss disjoint bilinear and concave minimization problems with linear constraints. This talk summarizes several (recent) papers.
Der Vortrag beginnt um 14.30 Uhr in Raum 008 (SeMath, Pontdriesch 14-16).
Alle Interessierten sind herzlich willkommen.
Ort: Raum 008/SeMath, Pontdriesch 14-16, 52062 Aachen