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Automatic Robust Convex Programming
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2012 (English)In: Optimization Methods and Software, ISSN 1055-6788, E-ISSN 1029-4937, Vol. 27, no 1, 115-129 p.Article in journal (Refereed) Published
Abstract [en]

This paper presents the robust optimization framework in the modelling language YALMIP, which carries out robust modelling and uncertainty elimination automatically and allows the user to concentrate on the high-level model. While introducing the software package, a brief summary of robust optimization is given, as well as some comments on modelling and tractability of complex convex uncertain optimization problems.

Place, publisher, year, edition, pages
Taylor & Francis, 2012. Vol. 27, no 1, 115-129 p.
Keyword [en]
Robust optimization, Conic programming, Modelling software
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-76971DOI: 10.1080/10556788.2010.517532ISI: 000302315500007OAI: oai:DiVA.org:liu-76971DiVA: diva2:523936
Available from: 2012-04-27 Created: 2012-04-27 Last updated: 2017-12-07

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Löfberg, Johan

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