On Robust Optimization
Majid Soleimani - Professor, University of Tehran
Sun, 12-Sep-2021 / 14:30 / Link:
https://vc.sharif.edu/ch/math-event
Video Slides Poster

Abstract

In optimization models arisen in practice, the Decision Maker (DM)/manager is often faced with uncertainty resulted from data errors, perturbations, environmental factors, partial knowledge, etc. Robust optimization, as one of the most significant tools for dealing with uncertainty, has caught the attention of many scholars in recent decades.

This talk can be divided to two parts. The first part is devoted to a review of some basic and introductory results in robust optimization. In the second part, some new results about robustness in linear and nonlinear multi-objective programming are addressed.

In the linear case, robustness in terms of the degree of the interiority of the cost vector in the binding cone and robustness with respect to the eligible angle deviation of the cost vector in the mentioned cone are discussed.

In the nonlinear case, the norm-based robustness is dealt with, and its relationship with proper efficiency is investigated. Some characterizations of robust solutions are presented and calculation of the robustness radius is discussed.

Bio

Majid Soleimani-damaneh is a full Professor of Optimization and Operations Research in the Department of Applied Mathematics at the University of Tehran, Iran. He has been a resident researcher in Institute for Research in Fundamental Sciences (IPM) for more than 10 years, and visitor in various universities, including Aalto University (Finland), Wuppertal University (Germany), and Copenhagen University (Denmark). Dr. Soleimani-damaneh's main research interests are Optimization (multiobjective/vector/nonsmooth), Linear and Nonlinear Programming, Operations research, Portfolio, and Data Envelopment Analysis (Performance Analysis). He has received several prizes and awards, including "Biruni Prize for Distinguished Young Researcher in Mathematics, 2016", "Khwarizmi Youth Award, 2008", and "National Creativity and Actualization Award, 2008". Furthermore, he has been selected as one of the distinguished researchers of the University of Tehran in 2011 and 2020, and also has served as the editor in chief of the "Bulletin of the Iranian Mathematical Society".