Robust optimization

Robust optimization is a field of mathematical optimization theory that deals with optimization problems in which a certain measure of robustness is sought against uncertainty that can be represented as deterministic variability in the value of the parameters of the problem itself and/or its solution. It is related to, but often distinguished from, probabilistic optimization methods such as chance-constrained optimization.[1][2]

  1. ^ Riaz, Muhammad; Ahmad, Sadiq; Hussain, Irshad; Naeem, Muhammad; Mihet-Popa, Lucian (2022). "Probabilistic Optimization Techniques in Smart Power System". Energies. 15 (3): 825. doi:10.3390/en15030825. hdl:11250/2988376.
  2. ^ https://people.eecs.berkeley.edu/~elghaoui/Teaching/EE227A/lecture24.pdf [bare URL PDF]