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Two-stage robust LP with ellipsoidal right-hand side uncertainty is NP-hard.
Michel Minoux
Published in:
Optim. Lett. (2012)
Keyphrases
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np hard
linear programming
optimal solution
special case
robust optimization
scheduling problem
approximation algorithms
robust estimation
uncertain data
simplex method
data sets
computational complexity
computationally efficient
conditional probabilities
np hardness