Multipolar robust optimization
We consider linear programs involving uncertain parameters and propose a new tractable robust counterpart which contains and generalizes several other models including the existing Affinely Adjustable Robust Counterpart and the Fully Adjustable Robust Counterpart. It consists in selecting a set of p...
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| Auteurs principaux: | , , , |
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| Format: | article |
| Langue: | EN |
| Publié: |
Elsevier
2018
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| Sujets: | |
| Accès en ligne: | https://doaj.org/article/db2a8344ac1b40e4ab2437a593d34689 |
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