arXiv Open Access 2010

First order dependence on uncertainty sets in robust optimization

C. H. Jeffrey Pang

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Abstrak

We show that a first order problem can approximate solutions of a robust optimization problem when the uncertainty set is scaled, and explore further properties of this first order problem.

Topik & Kata Kunci

math.OC

Penulis (1)

C. H. Jeffrey Pang

Format Sitasi

APA MLA BibTeX

Pang, C.H.J. (2010). First order dependence on uncertainty sets in robust optimization. https://arxiv.org/abs/1006.1818

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Informasi Jurnal

Tahun Terbit: 2010
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓