Robust continuous linear programs

DOI10.1007/s11590-020-01539-6zbMath1464.90109MaRDI QIDQ2228355

Archis Ghate

Publication date: 17 February 2021

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-020-01539-6

zbMATH Keywords

parametric uncertainty; infinite-dimensional optimization; linear programming duality; continuous linear programming (CLP); probability bound of constraint violation; robust CLP as CLP; robust semi-infinite linear programming

Mathematics Subject Classification ID

90C05: Linear programming

90C15: Stochastic programming

90C48: Programming in abstract spaces

90C34: Semi-infinite programming

49J27: Existence theories for problems in abstract spaces

90C17: Robustness in mathematical programming

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