mlsanityData to 14 Oct 2026

A Practical Guide to Robust Optimization

arXiv 1501.02634 ↗First posted 12 Jan 2015math.OCcited by 16

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Abstract (arXiv)

Robust optimization is a young and active research field that has been mainly developed in the last 15 years. Robust optimization is very useful for practice, since it is tailored to the information at hand, and it leads to computationally tractable formulations. It is therefore remarkable that real-life applications of robust optimization are still lagging behind; there is much more potential for real-life applications than has been exploited hitherto. The aim of this paper is to help practitioners to understand robust optimization and to successfully apply it in practice. We provide a brief introduction to robust optimization, and also describe important do's and don'ts for using it in practice. We use many small examples to illustrate our discussions.

Key facts. Cited by 16 papers in the map (data through 14 Oct 2026). First posted on arXiv 12 Jan 2015.

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Citing papers per year: 2021: 3; 2022: 4; 2023: 1; 2024: 2; 2025: 4; 2026: 2.

16 papers.

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  1. 2021Conformal Uncertainty Sets for Robust Optimizationcited by 49
  2. 2021Optimization with Constraint Learning: A Framework and Surveycited by 28
  3. 2021Zeroth-Order Methods for Convex-Concave Minmax Problems: Applications to Decision-Dependent Risk Minimizationcited by 18
  4. 2022Distributed Distributionally Robust Optimization with Non-Convex Objectivescited by 14
  5. 2023Federated Distributionally Robust Optimization with Non-Convex Objectives: Algorithm and Analysiscited by 4
  6. 2025Unveiling and Mitigating Adversarial Vulnerabilities in Iterative Optimizerscited by 4
  7. 2022Distributional Actor-Critic Ensemble for Uncertainty-Aware Continuous Controlcited by 3
  8. 2025Learning and Testing Convex Functionscited by 2
  9. 2024Fair and Welfare-Efficient Constrained Multi-matchings under Uncertaintycited by 1
  10. 2026Generalized Neural Operator for Parametric and Boundary-Value Problemscited by 1
  11. 2022Ensemble Methods for Robust Support Vector Machines using Integer Programmingcited by 0
  12. 2022Classifying with Uncertain Data Envelopment Analysiscited by 0
4 more
  1. 2024Distributionally and Adversarially Robust Logistic Regression via Intersecting Wasserstein Ballscited by 0
  2. 2025Stability Regularized Cross-Validationcited by 0
  3. 2025Signal-Aware Workload Shifting Algorithms with Uncertainty-Quantified Predictorscited by 0
  4. 2026On the Complexity of Offline Reinforcement Learning with Q^star-Approximation and Partial Coveragecited by 0