caa a22 4500 475769686 CHVBK 20180406123616.0 cr unu---uuuuu 170329e20000901xx s 000 0 eng 10.1007/PL00011380 doi (NATIONALLICENCE)springer-10.1007/PL00011380 Robust solutions of Linear Programming problems contaminated with uncertain data [Elektronische Daten] [Aharon Ben-Tal, Arkadi Nemirovski] Abstract. : Optimal solutions of Linear Programming problems may become severely infeasible if the nominal data is slightly perturbed. We demonstrate this phenomenon by studying 90 LPs from the well-known NETLIB collection. We then apply the Robust Optimization methodology (Ben-Tal and Nemirovski [1-3]; El Ghaoui et al. [5, 6]) to produce "robust” solutions of the above LPs which are in a sense immuned against uncertainty. Surprisingly, for the NETLIB problems these robust solutions nearly lose nothing in optimality. Springer-Verlag Berlin Heidelberg, 2000 Ben-Tal Aharon Faculty of Industrial Engineering and Management, Technion - Israel Institute of Technology, 32000 Haifa, Israel, e-mail: (morbt,nemirovs)@ie.technion.ac.il, IL aut Nemirovski Arkadi Faculty of Industrial Engineering and Management, Technion - Israel Institute of Technology, 32000 Haifa, Israel, e-mail: (morbt,nemirovs)@ie.technion.ac.il, IL aut https://doi.org/10.1007/PL00011380 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/PL00011380 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Ben-Tal Aharon Faculty of Industrial Engineering and Management, Technion - Israel Institute of Technology, 32000 Haifa, Israel, e-mail: (morbt,nemirovs)@ie.technion.ac.il, IL aut NATIONALLICENCE 700 1- Nemirovski Arkadi Faculty of Industrial Engineering and Management, Technion - Israel Institute of Technology, 32000 Haifa, Israel, e-mail: (morbt,nemirovs)@ie.technion.ac.il, IL aut Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer