Accession Number : ADA299402

Title :   Robust Optimization of Large-Scale Systems: An Emerging New Technology.

Descriptive Note : Final rept. 1 Oct 91-28 Feb 95,

Corporate Author : PRINCETON UNIV NJ DEPT OF CIVIL ENGINEERING AND OPERATIONS RESEARCH

Personal Author(s) : Mulvey, John M. ; Vanderbei, Robert

PDF Url : ADA299402

Report Date : 1995

Pagination or Media Count : 8

Abstract : A generalized interior point algorithm for convex objective functions has been developed and applied to various large scale problems. (AN)

Descriptors :   *ALGORITHMS, *OPTIMIZATION, *NONLINEAR PROGRAMMING, MATHEMATICAL MODELS, SCENARIOS, COMPUTATIONS, FINANCIAL MANAGEMENT, DISTRIBUTED DATA PROCESSING, ACCURACY, PARALLEL PROCESSING, PROBLEM SOLVING, SOLUTIONS(GENERAL), SUBROUTINES, STOCHASTIC CONTROL.

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE