Fifty years of Robust Linear and Convex Optimization

During the last 25 years Robust Linear and Convex Optimization (RLCO) has become an important subfield in optimization after several seminal publications in the late nineties. Several papers published during 1973–1997 already contain some of the ingredients of modern RLCO. In this paper, we describe the contributions of these papers during the first 25 years, and we describe the main achievements of modern RLCO during the last 25 years. We focus on generic principles and methodology.