ATP Barcelona 2017

Robust optimisation MinMax Optimization

Solid: 98 % Dotted: 55%

– Minimizing the penalty of the worst case scenario – Considers only scenarios that are physically realizable – Accounts for uncertainties in the probability distribution of errors With robust optimization the traditional margin concepts becomes unsuitable Robust methods are discretized into scenarios (choice of scenarios has high impact on the quality) Up to … scenarios have to be calculated in case …is taken into account