Robust Linear Programming with Norm Uncertainty
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-05-10
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Wang, Lei& Luo, Hong. 2014. Robust Linear Programming with Norm Uncertainty. Journal of Applied Mathematics،Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-454719
Modern Language Association (MLA)
Wang, Lei& Luo, Hong. Robust Linear Programming with Norm Uncertainty. Journal of Applied Mathematics No. 2014 (2014), pp.1-7.
https://search.emarefa.net/detail/BIM-454719
American Medical Association (AMA)
Wang, Lei& Luo, Hong. Robust Linear Programming with Norm Uncertainty. Journal of Applied Mathematics. 2014. Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-454719
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-454719