Please use this identifier to cite or link to this item: https://doi.org/10.1287/opre.1110.0944
DC FieldValue
dc.titleRobust optimization made easy with ROME
dc.contributor.authorGoh, J.
dc.contributor.authorSim, M.
dc.date.accessioned2013-10-09T03:24:30Z
dc.date.available2013-10-09T03:24:30Z
dc.date.issued2011
dc.identifier.citationGoh, J., Sim, M. (2011). Robust optimization made easy with ROME. Operations Research 59 (4) : 973-985. ScholarBank@NUS Repository. https://doi.org/10.1287/opre.1110.0944
dc.identifier.issn0030364X
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/44008
dc.description.abstractWe introduce ROME, an algebraic modeling toolbox for a class of robust optimization problems. ROME serves as an intermediate layer between the modeler and optimization solver engines, allowing modelers to express robust optimization problems in a mathematically meaningful way. In this paper, we discuss how ROME can be used to model (1) a serviceconstrained robust inventory management problem, (2) a project-crashing problem, and (3) a robust portfolio optimization problem. Through these modeling examples, we highlight the key features of ROME that allow it to expedite the modeling and subsequent numerical analysis of robust optimization problems. ROME is freely distributed for academic use at http://www.robustopt.com. © 2011 INFORMS.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1287/opre.1110.0944
dc.sourceScopus
dc.subjectAlgebraic modeling toolbox
dc.subjectDecision rules
dc.subjectInventory control
dc.subjectMATLAB
dc.subjectPERT
dc.subjectPortfolio optimization
dc.subjectProject management
dc.subjectRobust optimization
dc.subjectStochastic programming
dc.typeArticle
dc.contributor.departmentDECISION SCIENCES
dc.description.doi10.1287/opre.1110.0944
dc.description.sourcetitleOperations Research
dc.description.volume59
dc.description.issue4
dc.description.page973-985
dc.description.codenOPREA
dc.identifier.isiut000295030200012
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