Robust Optimization (Princeton Series in Applied Mathematics)

4 avg rating
( 4 ratings by Goodreads )
 
9780691143682: Robust Optimization (Princeton Series in Applied Mathematics)
View all copies of this ISBN edition:
 
 

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.

"synopsis" may belong to another edition of this title.

About the Author:

Aharon Ben-Tal is professor of operations research at the Technion, Israel Institute for Technology. Laurent El Ghaoui is associate professor of electrical engineering and operations research at the University of California, Berkeley. Arkadi Nemirovski is professor of industrial and systems engineering at Georgia Institute of Technology.

Review:

"Robust optimization is an active area of research that is likely to find many practical applications in the future. This book is an authoritative reference that will be very useful to researchers working in this area. Furthermore, the book has been structured so that the first part could easily be used as the text for a graduate level course in robust optimization."---Brian Borchers, MAA Reviews

"[T]his reference book gives an excellent and stimulating account of the classical and advanced results in the field, and should be consulted by all researchers and practitioners."---Joseph Frédéric Bonnans, Zentralblatt MATH

"About this title" may belong to another edition of this title.

Shipping: US$ 6.18
From United Kingdom to U.S.A.

Destination, rates & speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

A Ben-Tal, Laurent El Ghaoui, A. S Nemirovskii
Published by Princeton University Press 2009-09-18, Princeton, N.J. |Woodstock (2009)
ISBN 10: 0691143684 ISBN 13: 9780691143682
New Hardcover Quantity Available: 10
Seller:
Blackwell's
(Oxford, OX, United Kingdom)

Book Description Princeton University Press 2009-09-18, Princeton, N.J. |Woodstock, 2009. hardback. Condition: New. Seller Inventory # 9780691143682

More information about this seller | Contact this seller

Buy New
US$ 80.37
Convert currency

Add to Basket

Shipping: US$ 6.18
From United Kingdom to U.S.A.
Destination, rates & speeds

2.

Ghaoui, Laurent El; Ben-Tal, Aharon; Nemirovski, Arkadi
ISBN 10: 0691143684 ISBN 13: 9780691143682
New Quantity Available: 5
Seller:
GreatBookPricesUK
(Castle Donington, DERBY, United Kingdom)

Book Description Condition: New. Seller Inventory # 6127932-n

More information about this seller | Contact this seller

Buy New
US$ 71.38
Convert currency

Add to Basket

Shipping: US$ 18.57
From United Kingdom to U.S.A.
Destination, rates & speeds

3.

Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski
Published by Princeton University Press (2009)
ISBN 10: 0691143684 ISBN 13: 9780691143682
New Hardcover Quantity Available: 1
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)

Book Description Princeton University Press, 2009. Hardcover. Condition: New. Seller Inventory # DADAX0691143684

More information about this seller | Contact this seller

Buy New
US$ 93.06
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

4.

Ben-Tal, Aharon; El Ghaoui, Laurent; Nemirovski, Arkadi
Published by Princeton University Press (2009)
ISBN 10: 0691143684 ISBN 13: 9780691143682
New Hardcover Quantity Available: 1
Seller:
Irish Booksellers
(Portland, ME, U.S.A.)

Book Description Princeton University Press, 2009. Condition: New. book. Seller Inventory # M0691143684

More information about this seller | Contact this seller

Buy New
US$ 94.45
Convert currency

Add to Basket

Shipping: US$ 4.78
Within U.S.A.
Destination, rates & speeds

5.

Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski
Published by Princeton University Press 2015-10-15 (2015)
ISBN 10: 0691143684 ISBN 13: 9780691143682
New Hardcover Quantity Available: 6
Seller:
Chiron Media
(Wallingford, United Kingdom)

Book Description Princeton University Press 2015-10-15, 2015. Hardcover. Condition: New. Seller Inventory # 6666-WLY-9780691143682

More information about this seller | Contact this seller

Buy New
US$ 91.90
Convert currency

Add to Basket

Shipping: US$ 17.77
From United Kingdom to U.S.A.
Destination, rates & speeds

6.

BEN-TAL
ISBN 10: 0691143684 ISBN 13: 9780691143682
New Quantity Available: 1
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)

Book Description 2009. Condition: NEW. 9780691143682 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Seller Inventory # HTANDREE01146451

More information about this seller | Contact this seller

Buy New
US$ 104.58
Convert currency

Add to Basket

Shipping: US$ 9.91
From United Kingdom to U.S.A.
Destination, rates & speeds

7.

Ghaoui, Laurent El; Ben-Tal, Aharon; Nemirovski, Arkadi
ISBN 10: 0691143684 ISBN 13: 9780691143682
New Quantity Available: 5
Seller:
GreatBookPrices
(Columbia, MD, U.S.A.)

Book Description Condition: New. Seller Inventory # 6127932-n

More information about this seller | Contact this seller

Buy New
US$ 113.52
Convert currency

Add to Basket

Shipping: US$ 2.64
Within U.S.A.
Destination, rates & speeds

8.

Aharon Ben-Tal
Published by Princeton University Press Aug 2009 (2009)
ISBN 10: 0691143684 ISBN 13: 9780691143682
New Quantity Available: 1
Seller:
AHA-BUCH GmbH
(Einbeck, Germany)

Book Description Princeton University Press Aug 2009, 2009. Buch. Condition: Neu. Neuware - 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. 566 pp. Englisch. Seller Inventory # 9780691143682

More information about this seller | Contact this seller

Buy New
US$ 106.39
Convert currency

Add to Basket

Shipping: US$ 37.79
From Germany to U.S.A.
Destination, rates & speeds

9.

Ben-Tal, Aharon; El Ghaoui, Laurent; Nemirovski, Arkadi
Published by Princeton University Press
ISBN 10: 0691143684 ISBN 13: 9780691143682
New Hardcover Quantity Available: > 20
Seller:
Russell Books
(Victoria, BC, Canada)

Book Description Princeton University Press. Hardcover. Condition: New. 0691143684 Special order direct from the distributor. Seller Inventory # ING9780691143682

More information about this seller | Contact this seller

Buy New
US$ 146.25
Convert currency

Add to Basket

Shipping: US$ 6.99
From Canada to U.S.A.
Destination, rates & speeds