ROPI-a robust optimization programming interface for C++

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 deepl...

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Bibliographic Details
Published in:Optimization methods & software Vol. 29; no. 6; pp. 1261 - 1280
Main Author: Goerigk, Marc
Format: Journal Article
Language:English
Published: Abingdon Taylor & Francis 02.11.2014
Taylor & Francis Ltd
Subjects:
Algorithms
C++ (programming language)
C++ based development systems
C++software library
Computer programs
modelling software
Nonlinear programming
Optimization
Optimization techniques
Programming
Pushing
robust optimization
Software
ISSN:1055-6788, 1029-4937
Online Access:Get full text
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Summary: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.
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ISSN:1055-6788
1029-4937
DOI:10.1080/10556788.2013.869807