Which solver we can use to solve Robust Optimization with a low computational burden?
*Need to solve the bulk data optimization problem.
Dear Sahar Rahim,
I suggest you to see links and attached file on topic.
Article A robust optimization approach to dispatching technicians un...
Article A simulation–optimization framework for enhancing robustness...
Dear Sahar Rahim,
You can try MIP solvers like LINDO, LINDOGLOBAL, OSIGUROBI, MOSEK, XPRESS.
Different solvers can be used for any type of approach (robust optimization and other uncertainty methods). The type of model you have affects the solver. For example, robust optimization can lead to a nonlinear model. This is why you should use nonlinear solvers such as BARON. You should first choose and implement a RO approach to your problem before selecting its solver. There may even be a need for an algorithm to solve the problem (especially for adjustable RO).
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