0
Your cart

Your cart is empty

Books > Science & Mathematics > Mathematics > Optimization > Linear programming

Buy Now

Robust Optimization (Hardcover, New) Loot Price: R2,185
Discovery Miles 21 850
You Save: R176 (7%)
Robust Optimization (Hardcover, New): Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski

Robust Optimization (Hardcover, New)

Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski

Series: Princeton Series in Applied Mathematics

 (sign in to rate)
List price R2,361 Loot Price R2,185 Discovery Miles 21 850 | Repayment Terms: R205 pm x 12* You Save R176 (7%)

Bookmark and Share

Expected to ship within 12 - 17 working days

Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject.

Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution.

The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations.

An essential book for anyone working on optimization and decision making under uncertainty, "Robust Optimization" also makes an ideal graduate textbook on the subject.

General

Imprint: Princeton University Press
Country of origin: United States
Series: Princeton Series in Applied Mathematics
Release date: August 2009
First published: 2009
Authors: Aharon Ben-Tal • Laurent El Ghaoui • Arkadi Nemirovski
Dimensions: 254 x 178 x 36mm (L x W x T)
Format: Hardcover - Trade binding
Pages: 576
Edition: New
ISBN-13: 978-0-691-14368-2
Categories: Books > Science & Mathematics > Mathematics > Optimization > Linear programming
Promotions
LSN: 0-691-14368-4
Barcode: 9780691143682

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

Matroid Theory
James Oxley Hardcover R6,190 Discovery Miles 61 900
Continental Adventures
Charlotte Anne Eaton Paperback R584 Discovery Miles 5 840
Continental Adventures
Charlotte Anne Eaton Paperback R546 Discovery Miles 5 460
Retail Arbitrage - How to Make Money…
Tony Bennis Hardcover R737 Discovery Miles 7 370
Nonlinear Optimization - Models and…
William P. Fox Paperback R1,767 Discovery Miles 17 670
Linear and Nonlinear Programming
David G. Luenberger, Yinyu Ye Hardcover R2,948 R2,040 Discovery Miles 20 400
Discrete Optimization, Volume 11 - The…
E. Boros, P. L Hammer Hardcover R2,489 Discovery Miles 24 890
Relaxation in Optimization Theory and…
Tomas Roubicek Hardcover R4,364 Discovery Miles 43 640
Computational Linear and Commutative…
Martin Kreuzer, Lorenzo Robbiano Hardcover R2,528 Discovery Miles 25 280
Linear and Integer Programming Made Easy
T.C. Hu, Andrew B. Kahng Hardcover R2,161 Discovery Miles 21 610
Compact Extended Linear Programming…
Giuseppe Lancia, Paolo Serafini Hardcover R3,055 Discovery Miles 30 550
An Economic Interpretation of Linear…
Quirino Paris Hardcover R3,666 Discovery Miles 36 660

See more

Partners