Article : texte imprimé

A comparative theoretical and computational study on robust counterpart optimization : I. robust linear optimization and robust mixed integer linear optimization

Zukui Li, Auteur ; Ran Ding, Auteur ; Christodoulos A. Floudas, Auteur |

Dans Industrial & engineering chemistry research (Vol. 50 N° 18, Septembre 2011)

Robust counterpart optimization techniques for linear optimization and mixed integer linear optimization problems are studied in this paper. Different uncertainty sets, including those studied in literature (Le., interval set; combined interval [...]

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