Two-stage robust LP with ellipsoidal right-hand side uncertainty is NP-hard
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Publication:694182
DOI10.1007/s11590-011-0341-zzbMath1259.90084MaRDI QIDQ694182
Publication date: 11 December 2012
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-011-0341-z
robust optimization; ellipsoidal uncertainty; robust linear programming; complexity of robust linear programming; polyhedral uncertainty
90C60: Abstract computational complexity for mathematical programming problems
90C15: Stochastic programming
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