Robust solutions of Linear Programming problems contaminated with uncertain data

Mathematical Programming, Series B

Volumn 88, Issue 3, 2000, Pages 411-424

  Ben Tal, Aharon ^a   Nemirovski, Arkadi ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0442266090     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/PL00011380     Document Type: Article

References (7)

1. Ben-Tal, A., Nemirovski, A. (1997): Stable truss topology design via semidefinite programming. SIAM J. Optim. 7, 991-1016
2. Ben-Tal, A., Nemirovski, A. (1999): Robust solutions to uncertain linear programs. Oper. Res. Lett. 25, 1-13
3. Ben-Tal, A., Nemirovski, A. (1998): Robust convex optimization. Math. Oper. Res. 23, 769-805
4. Ben-Tal, A., El-Ghaoui, L., Nemirovski, A. (2000): Robust semidefinite programming. In: Saigal, R., Vandenberghe, L., Wolkowicz, H., eds., Semidefinite programming and applications. Kluwer Academic Publishers
5. El-Ghaoui, L., Lebret, H. (1997): Robust solutions to least-square problems with uncertain data matrices. SIAM J. Matrix Anal. Appl. 18, 1035-1064
6. El-Ghaoui, L., Oustry, F., Lebret, H. (1998): Robust solutions to uncertain semidefinite programs. SIAM J. Optim. 9, 33-52
7. Soyster, A.L. (1973): Convex programming with set-inclusive constraints and applications to inexact linear programming. Oper. Res. 21, 1154-1157