Article ID: | iaor20106363 |
Volume: | 47 |
Issue: | 1 |
Start Page Number: | 1 |
End Page Number: | 31 |
Publication Date: | Sep 2010 |
Journal: | Computational Optimization and Applications |
Authors: | Takeda Akiko, Taguchi Shunsuke, Tanaka Tsutomu |
Keywords: | programming: quadratic |
Three measures of robustness (absolute robustness, deviation robustness and relative robustness), whose choice depends on the goals of the decision maker, have been proposed for uncertain optimization problems. Absolute robustness has been thoroughly studied, whereas the others have been studied to less of a degree.