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Robust Linear Programming with Norm Uncertainty.
- Source :
-
Journal of Applied Mathematics . 2014, p1-7. 7p. - Publication Year :
- 2014
-
Abstract
- We consider the linear programming problem with uncertainty set described by (ρ, ω)-norm. We suggest that the robust counterpart of this problem is equivalent to a computationally convex optimization problem. We provide probabilistic guarantees on the feasibility of an optimal robust solution when the uncertain coefficients obey independent and identically distributed normal distributions. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 1110757X
- Database :
- Academic Search Index
- Journal :
- Journal of Applied Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- 100492818
- Full Text :
- https://doi.org/10.1155/2014/209239