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Characterizing robust set containments and solutions of uncertain linear programs without qualifications.
Vaithilingam Jeyakumar
Guoyin Li
Published in:
Oper. Res. Lett. (2010)
Keyphrases
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linear program
linear inequalities
optimal solution
solution space
extreme points
simplex method
linear programming
column generation
bi objective
interior point methods
stochastic programming
mixed integer linear program
robust counterpart