On the integration of row and column uncertainty in robust linear programming

DOI10.1007/S10898-014-0240-9MaRDI QIDQ330263zbMATH OpenOpenAlexFDO

Authors Allen L. Soyster, Frederic H. Murphy

Publication date 25 October 2016

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-014-0240-9

zbMATH Keywords

robustlinear programmingdualityalternative data sourcesrow and column uncertainty

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

Recommendations

• Robustness and duality in linear programming
• Robust solutions of uncertain linear programs
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• Linear programming with uncertain data: some extensions to robust optimization
• Robust linear optimization under general norms.

Cites work

• scientific article; zbMATH DE number 3177183 (Why is no real title available?)
• scientific article; zbMATH DE number 1260455 (Why is no real title available?)
• Constructing uncertainty sets for robust linear optimization
• Duality in robust optimization: Primal worst equals dual best
• OR PRACTICE—An Economic Equilibrium Model of the Market for Marine Transportation Services in Petroleum Products
• Robust solutions of linear programming problems contaminated with uncertain data
• Robust solutions of uncertain linear programs
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
• The Price of Robustness

Cited in

(3)

• Robust linear optimization under matrix completion
• Conditions under which adjustability lowers the cost of a robust linear program
• Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty

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