A robust robust optimization result

被引：6

作者：

Gancarova, Martina ^{[1
]}

Todd, Michael J. ^{[1
]}

机构：

[1] Cornell Univ, Sch Operat Res & Informat Engn, Ithaca, NY 14853 USA

来源：

OPERATIONS RESEARCH LETTERS | 2012年 / 40卷 / 01期

关键词：

Robust optimization; Sensitivity of objective; Probabilistic analysis;

D O I：

10.1016/j.orl.2011.10.010

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We study the loss in objective value when an inaccurate objective is optimized instead of the true one, and show that "on average" this loss is very small, for an arbitrary compact feasible region. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：2 / 5

页数：4

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