[11] A. Ben-Tal and A. Nemirovski. Robust solutions of uncertain linear
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[4] Igor Averbakh. Minmax regret solutions for minmax optimization problems with uncertainty. [5] Igor Averbakh. On the complexity of a class of combinatorial optimization problems with uncertainty. [7] Igor Averbakh and Oded Berman. Minimax regret p-center location on a network with demand uncertainty. [8] Igor Averbakh and Oded Berman. Minmax p-traveling salesman location problems on a tree.
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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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