#### Filter Results:

#### Publication Year

2012

2015

#### Co-author

#### Key Phrase

#### Publication Venue

Learn More

This paper addresses the robust counterparts of optimization problems containing sums of maxima of linear functions. These problems include many practical problems, e.g. problems with sums of absolute values, and arise when taking the robust counterpart of a linear inequality that is affine in the decision variables, affine in a parameter with box… (More)

We propose a new way to derive tractable robust counterparts of a linear program by using the theory of Beck and Ben-Tal (2009) on the duality between the robust (" pessimistic ") primal problem and its " optimistic " dual. First, we obtain a new convex reformulation of the dual problem of a robust linear program, and then show how to construct the primal… (More)

- ‹
- 1
- ›