Robust avaluations for duals of non-negative linear programs with box-constrained uncertainties

MaRDI QIDQ2867321zbMATH OpenFDO

Authors I. Ioslovich, P.-O. Gutman

Publication date 11 December 2013

Published in Algorithmic Operations Research (Search for Journal in Brave)

Full work available at URL http://journals.hil.unb.ca/index.php/AOR/article/view/4667

zbMATH Keywords

redundancypresolvinglarge scale linear programmingevaluation of dual variablesrobust reduction

Mathematics Subject Classification ID

Linear programming (90C05) Large-scale problems in mathematical programming (90C06)

Recommendations

• Robustness and duality in linear programming
• Robust solutions of uncertain linear programs
• Robust reduction of a class of large-scale linear programs
• Strong duality for robust minimax fractional programming problems
• Robust linear programming with norm uncertainty

Cited in

(3)

• Identification of a nonlinear dynamic biological model using the dominant parameter selection method
• Robust solutions to box-constrained stochastic linear variational inequality problem
• Optimal working time distribution and routing for autonomous tractors based on heuristic algorithms

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