Generative Robust Optimisation Framework
Generative Robust Optimisation (GRO) introduces a deep generative model to define uncertainty sets, capturing nonlinear correlations, asymmetry, and multimodality. A five-point evaluation framework assesses neural network-based uncertainty sets across reconstruction fidelity, distribution matching, latent regularity, robust relevance, and computational tractability, with experiments validating GRO's effectiveness in production planning and facility location.