Flexible solutions to linear programs under uncertainty: Inequality constraints

@inproceedings{Friedman1975FlexibleST,
  title={Flexible solutions to linear programs under uncertainty: Inequality constraints},
  author={Yoram Friedman and Gintaras V. Reklaitis},
  year={1975}
}
In most industrial applications the linear model used for optimization by linear programming involves significant uncertainties and inaccuracies in the model parameters. This paper presents a framework which allows uncertainties in the matrix elements of the linear program to be taken into account without requiring detailed knowledge of the statistical characterstics of these uncertainties. Three cases for the inequality constrained problem are considered: independent variations in the array… CONTINUE READING

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