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ROBIST: Robust optimization by iterative scenario sampling and statistical testing

delete2025-09-02
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PRE
AI
J
Justin Starreveld *
G
Guanyu Jin
D
Dick den Hertog
R
Roger J. A. Laeven
DOI:10.1016/j.cor.2025.107260delete
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Abstract

Abstract

En 中文
• Simple and effective data-driven algorithm for optimization under uncertainty. • Applicable to wide variety of stochastic optimization problems. • Numerical experiments demonstrate superior performance in comparison to alternative methods. • Python package publicly available, see https://github.com/JustinStarreveld/ROBIST .
Keywords:
90C15
90C17
Optimization
Uncertainty
Stochastic
Robust
Data-driven
AI Summary

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Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.

Journal

C
Computers and Operations Research
IF:
4.3
Papers:
6.5K
Citations:
1.8W

Organization

U
university of amsterdam
Scholars:
6.0W
Papers: 5.1W
Citations: 94