Robust continuous linear programs

DOI10.1007/S11590-020-01539-6zbMATHOpenAlexMaRDI QIDQ2228355FDO

Authors 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

infinite-dimensional optimizationparametric uncertaintylinear programming dualitycontinuous linear programming (CLP)probability bound of constraint violationrobust CLP as CLProbust semi-infinite linear programming

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Semi-infinite programming (90C34) Programming in abstract spaces (90C48) Existence theories for problems in abstract spaces (49J27) Robustness in mathematical programming (90C17)

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Cited in

(5)

• Conditions under which adjustability lowers the cost of a robust linear program
• Robust optimization in countably infinite linear programs
• An interval sequential linear programming for nonlinear robust optimization problems
• Robust Solutions in Stochastic Linear Programming
• Optimality conditions and duality for a class of continuous-time linear optimization problems

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