Robust Linear Optimization Under General Norms

Robust Linear Optimization Under General Norms. Bertsimas, D., Pachamanova, D., & Sim, M. Operations Research Letters, 32(6):510–516, November, 2004. 510 citations (Semantic Scholar/DOI) [2023-02-27]

Paper doi abstract bibtex

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 coe cients.

@article{bertsimas_robust_2004,
	title = {Robust {Linear} {Optimization} {Under} {General} {Norms}},
	volume = {32},
	issn = {01676377},
	url = {https://linkinghub.elsevier.com/retrieve/pii/S0167637704000082},
	doi = {10.1016/j.orl.2003.12.007},
	abstract = {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 coe cients.},
	language = {en},
	number = {6},
	urldate = {2022-01-19},
	journal = {Operations Research Letters},
	author = {Bertsimas, Dimitris and Pachamanova, Dessislava and Sim, Melvyn},
	month = nov,
	year = {2004},
	note = {510 citations (Semantic Scholar/DOI) [2023-02-27]},
	keywords = {/unread},
	pages = {510--516},
}

Downloads: 0

{"_id":"ftjXeGQRKToyXfEWC","bibbaseid":"bertsimas-pachamanova-sim-robustlinearoptimizationundergeneralnorms-2004","author_short":["Bertsimas, D.","Pachamanova, D.","Sim, M."],"bibdata":{"bibtype":"article","type":"article","title":"Robust Linear Optimization Under General Norms","volume":"32","issn":"01676377","url":"https://linkinghub.elsevier.com/retrieve/pii/S0167637704000082","doi":"10.1016/j.orl.2003.12.007","abstract":"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 coe cients.","language":"en","number":"6","urldate":"2022-01-19","journal":"Operations Research Letters","author":[{"propositions":[],"lastnames":["Bertsimas"],"firstnames":["Dimitris"],"suffixes":[]},{"propositions":[],"lastnames":["Pachamanova"],"firstnames":["Dessislava"],"suffixes":[]},{"propositions":[],"lastnames":["Sim"],"firstnames":["Melvyn"],"suffixes":[]}],"month":"November","year":"2004","note":"510 citations (Semantic Scholar/DOI) [2023-02-27]","keywords":"/unread","pages":"510–516","bibtex":"@article{bertsimas_robust_2004,\n\ttitle = {Robust {Linear} {Optimization} {Under} {General} {Norms}},\n\tvolume = {32},\n\tissn = {01676377},\n\turl = {https://linkinghub.elsevier.com/retrieve/pii/S0167637704000082},\n\tdoi = {10.1016/j.orl.2003.12.007},\n\tabstract = {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 coe cients.},\n\tlanguage = {en},\n\tnumber = {6},\n\turldate = {2022-01-19},\n\tjournal = {Operations Research Letters},\n\tauthor = {Bertsimas, Dimitris and Pachamanova, Dessislava and Sim, Melvyn},\n\tmonth = nov,\n\tyear = {2004},\n\tnote = {510 citations (Semantic Scholar/DOI) [2023-02-27]},\n\tkeywords = {/unread},\n\tpages = {510--516},\n}\n\n","author_short":["Bertsimas, D.","Pachamanova, D.","Sim, M."],"key":"bertsimas_robust_2004","id":"bertsimas_robust_2004","bibbaseid":"bertsimas-pachamanova-sim-robustlinearoptimizationundergeneralnorms-2004","role":"author","urls":{"Paper":"https://linkinghub.elsevier.com/retrieve/pii/S0167637704000082"},"keyword":["/unread"],"metadata":{"authorlinks":{}},"html":""},"bibtype":"article","biburl":"https://bibbase.org/zotero/victorjhu","dataSources":["CmHEoydhafhbkXXt5"],"keywords":["/unread"],"search_terms":["robust","linear","optimization","under","general","norms","bertsimas","pachamanova","sim"],"title":"Robust Linear Optimization Under General Norms","year":2004}