Please use this identifier to cite or link to this item:
|Title:||Robust linear optimization under general norms|
|Citation:||Bertsimas, D., Pachamanova, D., Sim, M. (2004). Robust linear optimization under general norms. Operations Research Letters 32 (6) : 510-516. ScholarBank@NUS Repository. https://doi.org/10.1016/j.orl.2003.12.007|
|Abstract:||We explicitly characterize the robust counterpart of a linear programming problem with uncertainty set described by an arbitrary norm. Our approach encompasses several approaches from the literature and provides guarantees for constraint violation under probabilistic models that allow arbitrary dependencies in the distribution of the uncertain coefficients. © 2004 Elsevier B.V. All rights reserved.|
|Source Title:||Operations Research Letters|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Jul 21, 2018
WEB OF SCIENCETM
checked on Jun 12, 2018
checked on Jun 22, 2018
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.