Mixed 0-1 linear programs under objective uncertainty: A completely positive representation
In this paper, we analyze mixed 0-1 linear programs under objective uncertainty. The mean vector and the second moment matrix of the nonnegative objective coefficients is assumed to be known, but the exact form of the distribution is unknown. Our main result shows that computing a tight upper bound...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2011
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/4606 https://ink.library.smu.edu.sg/context/lkcsb_research/article/5605/viewcontent/Mixed_0_1_linear_programs_under_objective_uncertainty__A_complete.pdf |
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| Institution: | Singapore Management University |
| Language: | English |