Robust Optimization of Large-Scale Systems: An Emerging New Technology.

reportActive / Technical Report | Accession Number: ADA299402 | Open PDF

Abstract:

A generalized interior point algorithm for convex objective functions has been developed and applied to various large scale problems. AN

Author(s):
Mulvey, John M. ; Vanderbei, Robert
Author Organization(s):
PRINCETON UNIV NJ DEPT OF CIVIL ENGINEERING AND OPERATIONS RESEARCH
Descriptive Note:
Final rept. 1 Oct 91-28 Feb 95,
Supplementary Note:
DOI: 10.21236/ADA299402
Pagination:
0008

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
AFOSR-TR-95-0591
Contract/Grant Number(s):
AFOSR-91-0359
Task Number(s):
DS
Project Number(s):
2304
Monitor Series:
TR-95-0591, AFOSR
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
*ALGORITHMS, *OPTIMIZATION, *NONLINEAR PROGRAMMING, MATHEMATICAL MODELS, SCENARIOS, COMPUTATIONS, FINANCIAL MANAGEMENT, DISTRIBUTED DATA PROCESSING, ACCURACY, PARALLEL PROCESSING, PROBLEM SOLVING, SOLUTIONS(GENERAL), SUBROUTINES, STOCHASTIC CONTROL
Field(s)/Group(s):
Operations Research
Keyword(s):
ROBUST CONTROL, WUAFOSR2304DS
Report Date:
1994 Jan 01