An uncertain minimization problem: robust optimization versus optimization of robustness

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Résumé

In this work, we use a method of optimization of robustness to address an uncertain
minimization problem. We obtain a problem called robust counterpart of the uncer-
tain problem in the sense of stability radius. We compare the optimal solutions of
this problem to those of the well-known robust counterpart defined by robust opti-
mization method.

Mots-clés

robust optimization, robust counterpart, stability radius