Robust Optimization

The definition of robust optimization originates from the field of engineering design. Due to the limitation of production technology, the production process is full of uncertain factors, such as the change of temperature and humidity in the environment, the production error of the instrument, etc. If the production process is sensitive to these uncertainty factors, many products will be unqualified. Therefore, in practical production, the production process should be robust to these uncertainty factors. In this chapter, we will introduce the concept of robust optimization, the commonly used robust mathematical models, some robust optimization algorithms, and discussions on robust optimization.