Robust linear optimization under general norms.

DOI10.1016/J.ORL.2003.12.007zbMath1054.90046OpenAlexW2102426156WikidataQ93682646 ScholiaQ93682646MaRDI QIDQ703272

Melvyn Sim, Dessislava A. Pachamanova, Dimitris J. Bertsimas

Publication date: 11 January 2005

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.207.8284

zbMATH Keywords

Linear programmingStochastic programmingRobust optimizationConstraint violationDual normsNorms

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05)

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Cites Work

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• Robust solutions of uncertain linear programs
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• Lectures on Modern Convex Optimization
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• The Price of Robustness
• Technical Note—Exact Solutions of Inexact Linear Programs
• Robust Solutions to Uncertain Semidefinite Programs
• Robust Solutions to Least-Squares Problems with Uncertain Data
• Optimal Inequalities in Probability Theory: A Convex Optimization Approach
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
• On Polyhedral Approximations of the Second-Order Cone

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