ObRO is a min-max robust optimization formulation under objective functional uncertainty with an alternating algorithm proven to converge to a semi-global saddle point via operator theory, a numerically consistent piecewise linear approximation, and an application to battery charging scheduling.
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Robust Optimization Under Objective Functional Uncertainty
ObRO is a min-max robust optimization formulation under objective functional uncertainty with an alternating algorithm proven to converge to a semi-global saddle point via operator theory, a numerically consistent piecewise linear approximation, and an application to battery charging scheduling.