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Programación Lineal Robusta×Programación Entera Mixta Robusta×
CampoSimulaciónSimulación
FamiliaProcess / pipelineProcess / pipeline
Año de origen1999–20041998–2004
Autor originalBen-Tal, A. and Nemirovski, A.; further developed by Bertsimas, D. and Sim, M.Ben-Tal & Nemirovski; Bertsimas & Sim
TipoUncertainty-robust linear optimizationDeterministic robust reformulation of MIP under uncertainty
Fuente seminalBertsimas, D., Sim, M. (2004). The price of robustness. Operations Research, 52(1), 35–53. DOI ↗Bertsimas, D., Sim, M. (2004). The price of robustness. Operations Research, 52(1), 35–53. DOI ↗
AliasRLP, Robust LP, Tractable Robust LP, Uncertainty-Set LPRMIP, Robust MIP, Uncertain MIP, Robust MILP/MIQP
Relacionados54
ResumenRobust Linear Programming (RLP) extends classical linear programming to handle uncertainty in problem data — cost coefficients, constraint coefficients, or right-hand sides — by requiring solutions to remain feasible and near-optimal across all realizations of uncertain parameters within a defined uncertainty set. It replaces probabilistic assumptions with worst-case guarantees, making it practical when distributional knowledge is limited.Robust Mixed-Integer Programming (RMIP) combines mixed-integer programming with robust optimization to find solutions that remain feasible and near-optimal despite uncertain parameters. Instead of assuming fixed data, it protects decisions against adversarial or worst-case realizations of uncertain inputs, using an explicit uncertainty set to control the degree of conservatism while preserving the combinatorial structure of integer decisions.
ScholarGateConjunto de datos
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  1. v1
  2. 2 Fuentes
  3. PUBLISHED

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ScholarGateComparar métodos: Robust Linear Programming · Robust Mixed-Integer Programming. Recuperado el 2026-06-15 de https://scholargate.app/es/compare