OTRobOpt documentation

User documentation

• Robust optimization
  • General formulation
  • Robustness measures
  • Reliability measures
  • Aggregated measure
  • Robust optimization problem
  • Discretisation of measures
  • Sequential Monte Carlo algorithm
• User manual
  • Measure function
  • Measure evaluation
  • Define a robust optimization problem
  • Discretize a measure function
  • Solve a robust optimization problem
  • Solve an inverse reliability problem
• Examples

Developer documentation

• Developer guide

Indices and tables

• Index

• Search Page