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Robusno linearno programiranje×Robusno mješovito cjelobrojno programiranje×
PodručjeSimulacijaSimulacija
ObiteljProcess / pipelineProcess / pipeline
Godina nastanka1999–20041998–2004
TvoracBen-Tal, A. and Nemirovski, A.; further developed by Bertsimas, D. and Sim, M.Ben-Tal & Nemirovski; Bertsimas & Sim
VrstaUncertainty-robust linear optimizationDeterministic robust reformulation of MIP under uncertainty
Temeljni izvorBertsimas, 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 ↗
Drugi naziviRLP, Robust LP, Tractable Robust LP, Uncertainty-Set LPRMIP, Robust MIP, Uncertain MIP, Robust MILP/MIQP
Srodne54
SažetakRobust 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.
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  3. PUBLISHED

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ScholarGateUsporedite metode: Robust Linear Programming · Robust Mixed-Integer Programming. Preuzeto 2026-06-15 s https://scholargate.app/hr/compare