Process / pipelineSimulation / optimization
鲁棒混合整数规划 — 在不确定性下的整数变量优化
鲁棒混合整数规划 (RMIP) 将混合整数规划与鲁棒优化相结合，以找到在参数不确定时仍可行的且接近最优的解。它不假设数据固定不变，而是保护决策免受不确定输入的最坏情况或对抗性实现的影响，使用明确的不确定性集来控制保守程度，同时保留整数决策的组合结构。
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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., El Ghaoui, L., Nemirovski, A. (2009). Robust Optimization. Princeton University Press, Princeton, NJ. ISBN: 9780691143682
如何引用本页
ScholarGate. (2026, June 3). Robust Mixed-Integer Programming (RMIP) — Optimization under uncertainty with integer decision variables. ScholarGate. https://scholargate.app/zh/simulation/robust-mixed-integer-programming
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