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Robust optimisation
MinMax Optimization
– Minimizing the penalty of the
worst case scenario
– Considers only scenarios that
are physically realizable
– Accounts for uncertainties in
the probability distribution
of errors
With robust optimization the traditional margin concepts becomes
unsuitable
Robust methods are discretized into scenarios (choice of scenarios has
high impact on the quality)
Up to … scenarios have to be calculated in case …is taken into account
Solid: 98 %
Dotted: 55%