Zhang, Yin2018-06-182018-06-182004-07Zhang, Yin. "A General Robust-Optimization Formulation for Nonlinear Programming." (2004) <a href="https://hdl.handle.net/1911/102025">https://hdl.handle.net/1911/102025</a>.https://hdl.handle.net/1911/102025Most research in robust optimization has so far been focused on inequality-only, convex conic programming with simple linear models for uncertain parameters. Many practical optimization problems, however, are nonlinear and non-convex. Even in linear programming, coefficients may still be nonlinear functions of uncertain parameters. In this paper, we propose robust formulations that extend the robust-optimization approach to a general nonlinear programming setting with parameter uncertainty involving both equality and inequality constr aints. The proposed robust formulations are valid in a neighborhood of a given nominal parameter value and are robust to the first-order, thus suitable for app lications where reasonable parameter estimations are available and uncertain var iations are moderate.14 ppengA General Robust-Optimization Formulation for Nonlinear ProgrammingTechnical reportTR04-13