Technical Note - Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets.
Bram L. GorissenHans BlancDick den HertogAharon Ben-TalPublished in: Oper. Res. (2014)
Keyphrases
- linear program
- robust counterpart
- convex functions
- linear programming
- semi infinite
- quadratic program
- optimal solution
- simplex method
- stochastic programming
- primal dual
- robust optimization
- column generation
- mixed integer
- np hard
- integer program
- objective function
- interior point methods
- dynamic programming
- convex sets
- special case
- convex programming
- linear inequalities
- mathematical programming
- linear programming problems
- convex optimization
- interior point
- mixed integer linear program
- extreme points
- particle swarm optimization
- nelder mead
- evolutionary algorithm
- simplex algorithm
- semidefinite
- finite dimensional