Modeling adjustable robust optimization problem

yalmip / YALMIP

MATLAB toolbox for optimization modeling

https://yalmip.github.io/

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Closed cccjjjfff closed 2 years ago

cccjjjfff commented 2 years ago

Could you please tell me how to model adjustable robust optimization problems using Yalmip? Thanks!

johanlofberg commented 2 years ago

Called approximate closed-loop minimax here https://yalmip.github.io/example/robustmpc/