Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - ROPI - a robust optimization programming interface for C++
AU - Goerigk, Marc
PY - 2014/11/2
Y1 - 2014/11/2
N2 - 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.
AB - 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.
KW - modelling software
KW - robust optimization
U2 - 10.1080/10556788.2013.869807
DO - 10.1080/10556788.2013.869807
M3 - Journal article
AN - SCOPUS:84906778448
VL - 29
SP - 1261
EP - 1280
JO - Optimization Methods and Software
JF - Optimization Methods and Software
SN - 1055-6788
IS - 6
ER -