University of Cambridge > Talks.cam > Numerical Analysis > Robust optimization: the need, the challenge, the success

  Browse A-Z

Log in

University Account External (via Google)

🔐 Log In

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

ℹ️ Information

Robust optimization: the need, the challenge, the success

Download to your calendar using vCal

  • UserRonnie Ben-Tal (Technion, Haifa)
  • ClockThursday 26 May 2011, 15:00-16:00
  • HouseCMS, MR14.

If you have a question about this talk, please contact Dr Shadrin .

We list and illustrate by examples various sources of uncertainty associated with optimization problems. We then explain the difficulties arising when solving such uncertainty affected problems due to lack of full information on the nature of the uncertainty on one hand, and the likelihood of facing computationally intractable problems on the other hand.

Robust Optimization (RO) is a methodology that was designed from the start to meet the above challenges. We will review (part of…) the theory underlying the RO methodology and demonstrate its success in solving meaningful conic optimization problems affected by uncertainty, as well as multistage (dynamic) linear optimization problems. Examples include portfolio optimization, signal processing and supply chain management.

This talk is part of the Numerical Analysis series.

This talk is included in these lists:

Note that ex-directory lists are not shown.

Other lists

Old Combination Room, Wolfson College Bristol Myers-Squibb lecture theatre Department of Chemistry, Lensfield Rd, Cambridge, CB2 1EW Room GS15 at the William Gates Building and on Zoom: https://cl-cam-ac-uk.zoom.us/j/4361570789?pwd=Nkl2T3ZLaTZwRm05bzRTOUUxY3Q4QT09&from=addon

Other talks

Group Work Morning Tea and Coffee Alicia Anderson discussing some exciting news about HARPS3 How bubble acoustics can help in three apocalypses Topic Film, TV shows for Medical Education, ‘The Wire’ as a case study Christopher Cowie on the epistemology of assessing biosignature claims
 

© 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity