Robust solutions of uncertain linear programs

DOI10.1016/S0167-6377(99)00016-4zbMath0941.90053WikidataQ57392952 ScholiaQ57392952MaRDI QIDQ1306344

Aharon Ben-Tal, Arkadi Nemirovski

Publication date: 19 December 1999

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

zbMATH Keywords

linear programmingrobustnessconvex programminginterior-point methodsdata uncertainty

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Interior-point methods (90C51)

Cites Work

• Unnamed Item
• Unnamed Item
• Convex programming with set-inclusive contraints and its applications to generalized linear and fractional programming
• Multi-Parameter Surfaces of Analytic Centers and Long-Step Surface-Following Interior Point Methods
• Robust Convex Optimization
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• The Entropic Penalty Approach to Stochastic Programming
• Technical Note—Exact Solutions of Inexact Linear Programs
• Penalty/Barrier Multiplier Methods for Convex Programming Problems
• Introduction to Stochastic Programming
• Robust Truss Topology Design via Semidefinite Programming
• Robust Optimization of Large-Scale Systems
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming

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