Robust linear optimization under general norms

• Main Authors: Bertsimas, D., Pachamanova, D., Sim, M.
• Other Authors: DECISION SCIENCES
• Format: Article
• Published: 2013
• Subjects: Constraint violation; Dual norms; Linear programming; Norms; Robust optimization; Stochastic programming
• Online Access: http://scholarbank.nus.edu.sg/handle/10635/44096
• Institution: National University of Singapore

10.1016/j.orl.2003.12.007