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SUMMARY:Robust optimization: the need\, the challenge\, the success - Ronn
 ie Ben-Tal (Technion\, Haifa)
DTSTART:20110526T140000Z
DTEND:20110526T150000Z
UID:TALK30352@talks.cam.ac.uk
CONTACT:Dr Shadrin
DESCRIPTION:We list and illustrate by examples various sources of uncertai
 nty associated with optimization problems. We then explain the difficultie
 s arising when solving such uncertainty affected problems due to lack of f
 ull information on the nature of the uncertainty on one hand\, and the lik
 elihood of facing computationally intractable problems on the other hand.\
 n\nRobust Optimization (RO) is a methodology that was designed from the st
 art to meet the above challenges. We will review (part of…) the theory u
 nderlying the RO methodology and demonstrate its success in solving meanin
 gful  conic optimization problems  affected by uncertainty\, as well as mu
 ltistage (dynamic) linear optimization problems.  Examples include portfol
 io optimization\, signal processing and supply chain management.\n
LOCATION:CMS\, MR14
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