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Registro 1 de 2, Base de información BIBCYT |
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 Información de existencia
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Palabras Claves: 
BRANCH AND BOUND,
INTERVAL DATA,
ROBUST OPTIMIZATION,
SHORTEST PATH PROBLEM |
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Resumen
Many real problems can be modelled as robust shortest path problems on interval digraphs, where intervals represent uncertainty about real costs and a robust path is not too far from the shortest path for each possible configuration of the arc costs. |
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Registro 2 de 2, Base de información BIBCYT |
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Información de existencia
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Palabras Claves:
CONSTRAINT VIOLATION,
DUAL NORMS,
LINEAR PROGRAMMING,
NORMS,
ROBUST OPTIMIZATION,
STOCHASTIC PROGRAMMING |
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Resumen
We explicitly characterize
the robust counterpart of a linear programming problem with uncertainty set
described by an arbitrary norm. Our approach encompasses several approaches
from the literature and provides guarantees for constraint violation under
probabilistic models that allow arbitrary dependencies in the distribution of
the uncertain coefficients.
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