Process / pipelineSimulation / optimization
鲁棒线性规划 — 不确定性下的优化
鲁棒线性规划 (Robust Linear Programming, RLP) 将经典线性规划扩展至处理问题数据（成本系数、约束系数或右侧值）中的不确定性，方法是要求解在定义的А uncertainty set 内所有不确定参数实现下保持可行且接近最优。它用最坏情况保证取代概率假设，在分布知识有限时非常实用。
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来源
- Bertsimas, D., Sim, M. (2004). The price of robustness. Operations Research, 52(1), 35–53. DOI: 10.1287/opre.1030.0065 ↗
- Ben-Tal, A., Nemirovski, A. (1999). Robust solutions of uncertain linear programs. Operations Research Letters, 25(1), 1–13. DOI: 10.1016/S0167-6377(99)00016-4 ↗
如何引用本页
ScholarGate. (2026, June 3). Robust Linear Programming — Uncertainty-Aware Linear Optimization. ScholarGate. https://scholargate.app/zh/simulation/robust-linear-programming
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