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Adjustable Robust Optimization Techniques by Hatori Hockaido is a document available to read on EtoBox.
What is Adjustable Robust Optimization Techniques about?
The article discusses a novel approach to Adjustable Robust Optimization (ARO) using Fourier–Motzkin elimination (FME) to reformulate ARO problems into static robust optimization problems. The authors demonstrate that their method can efficiently identify and remove redundant constraints, enhancing the tractability of ARO solutions. Numerical experiments show that this approach significantly improves the quality of solutions for small to moderate-sized ARO problems.
- Author
- Hatori Hockaido
- Language
- EN