Adjustable robust optimization via Fourier-Motzkin elimination
Year of publication: |
July-August 2018
|
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Authors: | Zhen, Jianzhe ; Hertog, Dirk den ; Sim, Melvyn |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 66.2018, 4, p. 1086-1100
|
Subject: | Fourier-Motzkin elimination | adjustable robust optimization | linear decision rules | redundant constraint identification | Robustes Verfahren | Robust statistics | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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