Welcome to robust’s documentation!¶
robust is a framework for engineering system optimization under uncertainty using geometric and signomial programming.
Robust optimization is a tractable stochastic optimization method that protects against uncertain parameters in well-defined sets, and optimizes for the worst case objective.
This website is under construction. If you are not able to find answers to your questions in the documentation. please feel free to post issues and suggest areas for improvement.
Table of contents:
- Robust optimization 101
- Installing robust
- Getting started
- More advanced commands
- Why robust optimization?
- Mathematical moves for robust GPs/SPs
- Approximations for tractable robust GPs
- Approaches to solving robust SPs
- Goal programming