White Paper: Robust Optimization With Xpress

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This whitepaper gives an introduction to formulating and solving Robust Optimization problems with FICO Xpress Optimization Suite. The introductory section explains the general concepts of Robust Optimization and which types of formulations are available with Xpress. The remainder of this document is formed by a collection of example problems showing typical uses of Robust Optimization in practice with a discussion of the problem implementation with Xpress-Mosel.

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