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Robust linear programming with norm uncertainty
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نویسنده
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wang l. ,luo h.
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منبع
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journal of applied mathematics - 2014 - دوره : 2014 - شماره : 0
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چکیده
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We consider the linear programming problem with uncertainty set described by p,w -norm. we suggest that the robust counterpart of this problem is equivalent to a computationally convex optimization problem. we provide probabilistic guarantees on the feasibility of an optimal robust solution when the uncertain coefficients obey independent and identically distributed normal distributions. © 2014 lei wang and hong luo.
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آدرس
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school of economic mathematics,southwestern university of finance and economics,chengdu, China, school of economic mathematics,southwestern university of finance and economics,chengdu, China
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Authors
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