ROPI - a robust optimization programming interface for C++

Goerigk, Marc (2014) ROPI - a robust optimization programming interface for C++. Optimization Methods and Software, 29 (6). pp. 1261-1280. ISSN 1055-6788

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Abstract

Robust optimization aims at pushing optimization techniques to practical applicability by including data uncertainty. Thus, it is crucial to collect algorithms and concepts for robust optimization, and to make them publicly available while being easy-to-use for the practitioner without working deeply into the theoretical background. With ROPI, a robust optimization programming interface for C++, we try to commit to this process. This paper gives an overview on current approaches to robust optimization, outlines the basic properties and functionalities of ROPI, and discusses the differences to other available libraries.

Item Type:
Journal Article
Journal or Publication Title:
Optimization Methods and Software
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2600/2604
Subjects:
ID Code:
76547
Deposited By:
Deposited On:
10 Nov 2015 10:04
Refereed?:
Yes
Published?:
Published
Last Modified:
01 Jan 2020 09:27