Robust linear optimization under general norms

Operations Research Letters

Volumn 32, Issue 6, 2004, Pages 510-516

  Bertsimas, Dimitris ^a   Pachamanova, Dessislava ^b   Sim, Melvyn ^c  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b BABSON COLLEGE   (United States)

^c NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Constraint violation; Dual norms; Linear programming; Norms; Robust optimization; Stochastic programming

Indexed keywords

CONSTRAINT THEORY; LINEAR PROGRAMMING; MATHEMATICAL MODELS; MATRIX ALGEBRA; OPTIMIZATION; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING; STOCHASTIC PROGRAMMING;

CONSTRAINT VIOLATION; DUAL NORMS; NORMS; ROBUST OPTIMIZATION;

ROBUSTNESS (CONTROL SYSTEMS);

EID: 3042814297     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.orl.2003.12.007     Document Type: Article

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