Journal
OPTIMIZATION METHODS & SOFTWARE
Volume 27, Issue 1, Pages 115-129Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/10556788.2010.517532
Keywords
robust optimization; conic programming; modelling software
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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.
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