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

DOI10.1007/s10898-014-0240-9zbMath1355.90045OpenAlexW1991819686MaRDI QIDQ330263

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)

Related Items (2)

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

Cites Work

• Duality in robust optimization: Primal worst equals dual best
• Robust solutions of uncertain linear programs
• Robust solutions of linear programming problems contaminated with uncertain data
• Constructing Uncertainty Sets for Robust Linear Optimization
• OR PRACTICE—An Economic Equilibrium Model of the Market for Marine Transportation Services in Petroleum Products
• The Price of Robustness
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
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