Abstract
In this work, we use a method of optimization of robustness to address an uncertain minimization problem. We obtain a problem called robust counterpart of the uncertain problem in the sense of stability radius. We compare the optimal solutions of this problem to those of the well-known robust counterpart defined by robust optimization method.
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The authors are grateful to the anonymous referees and the editor for their constructive comments which have contributed to the final presentation of the paper.
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Barro, M., Traore, S. An uncertain minimization problem: robust optimization versus optimization of robustness. Optim Lett 17, 1833–1852 (2023). https://doi.org/10.1007/s11590-022-01965-8
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DOI: https://doi.org/10.1007/s11590-022-01965-8