Adjustable robust solutions of uncertain linear programs

• 1 March 2004
• journal article
• Published by Springer Nature in Mathematical Programming
• Vol. 99  (2) , 351-376
• https://doi.org/10.1007/s10107-003-0454-y

Abstract

Keywords

• UNCERTAIN LINEAR PROGRAMS
• ROBUST OPTIMIZATION
• CONIC OPTIMIZATION
• SEMIDEFINITE PROGRAMMING
• NP-HARD CONTINUOUS OPTIMIZATION PROBLEMS
• ADJUSTABLE ROBUST COUNTERPART
• AFFINELY-ADJUSTABLE ROBUST COUNTERPART