Robust solutions of Linear Programming problems contaminated with uncertain data
نویسندگان
چکیده
منابع مشابه
Robust solutions of Linear Programming problems contaminated with uncertain data
Optimal solutions of Linear Programming problems may become severely infeasible if the nominal data is slightly perturbed. We demonstrate this phenomenon by studying 90 LPs from the well-known NETLIB collection. We then apply the Robust Optimization methodology (Ben-Tal and Nemirovski [1-3]; El Ghaoui et al. [5,6]) to produce “robust” solutions of the above LPs which are in a sense immuned agai...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2000
ISSN: 0025-5610
DOI: 10.1007/pl00011380