摘要
鲁棒优化是解决数据不确定问题的有效方法,其本质是寻找对数据扰动不敏感的解.自2000年以来,鲁棒优化在理论研究和应用方面取得了蓬勃发展.本文介绍了鲁棒优化方法在理论研究方面取得的进展和主要研究结果.
Robust optimization is an effective method to tackle optimization problems under data uncertainty.The basic idea is to seek a solution which is immunized against the effect of data uncertainty.Ever since 2000,the robust optimization area has witnessed a burst of research activity in both theory and application.The overall aim of this paper is to provide a brief overview of developments and main results of theoretical research in robust optimization.
出处
《数学进展》
CSCD
北大核心
2016年第3期321-331,共11页
Advances in Mathematics（China）
关键词
优化问题
数据不确定性
鲁棒优化
optimization problem
data uncertainty
robust optimization
