caa a22 4500 463169085 CHVBK 20180406164808.0 cr unu---uuuuu 170326e20070701xx s 000 0 eng 10.1007/s10957-007-9208-y doi (NATIONALLICENCE)springer-10.1007/s10957-007-9208-y Case Studies for a First-Order Robust Nonlinear Programming Formulation [Elektronische Daten] [E. Hale, Y. Zhang] In this paper, we conduct three case studies to assess the effectiveness of a recently proposed first-order method for robust nonlinear programming [Zhang,Y.: J. Optim. Theory Appl. 132, 111-124 (2007)]. Three robust nonlinear programming problems were chosen from the literature using the criteria that results calculated using other methods must be available and the problems should be realistic, but fairly simple. Our studies show that the first-order method produced reasonable solutions when the level of uncertainty was small to moderate. In addition, we demonstrate a method for leveraging a theoretical result to eliminate constraint violations. Since the first-order method is relatively inexpensive in comparison to other robust optimization techniques, our studies indicate that, under moderate uncertainty, the first-order approach may be more suitable than other methods for large problems. Springer Science+Business Media, LLC, 2007 Robust optimization nationallicence Nonlinear programming nationallicence First-order robustness nationallicence Design under uncertainty nationallicence Safety constraints nationallicence Hale E. Department of Computational and Applied Mathematics, Rice University, Houston, TX, USA aut Zhang Y. Department of Computational and Applied Mathematics, Rice University, Houston, TX, USA aut Journal of Optimization Theory and Applications Kluwer Academic Publishers-Plenum Publishers; http://www.springer-ny.com 134/1(2007-07-01), 27-45 0022-3239 134:1<27 2007 134 10957 https://doi.org/10.1007/s10957-007-9208-y text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s10957-007-9208-y text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Hale E. Department of Computational and Applied Mathematics, Rice University, Houston, TX, USA aut NATIONALLICENCE 700 1- Zhang Y. Department of Computational and Applied Mathematics, Rice University, Houston, TX, USA aut NATIONALLICENCE 773 0- Journal of Optimization Theory and Applications Kluwer Academic Publishers-Plenum Publishers; http://www.springer-ny.com 134/1(2007-07-01), 27-45 0022-3239 134:1<27 2007 134 10957 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer