Robust sensitivity analysis of the optimal value of linear programming-Reference-Cited by-同舟云学术

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Robust sensitivity analysis of the optimal value of linear programming

Published:2016-11-23 Issue:6 Volume:32 Page:1187-1205
ISSN:1055-6788
Container-title:Optimization Methods and Software
language:en
Short-container-title:Optimization Methods and Software

Author:

Xu Guanglin¹,Burer Samuel¹

Affiliation:

1. Department of Management Sciences, University of Iowa, Iowa City, IA 52242-1994, USA

Funder

AFRL Mathematical Modeling and Optimization Institute

Singapore University of Technology and Design

National University of Singapore

Publisher

Informa UK Limited

Subject

Applied Mathematics,Control and Optimization,Software

Link

https://www.tandfonline.com/doi/pdf/10.1080/10556788.2016.1256400

Reference38 articles.

1. Jointly constrained bilinear programs and related problems: An overview

2. Concavity cuts for disjoint bilinear programming

3. Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming

4. Adjustable robust solutions of uncertain linear programs

5. On the power and limitations of affine policies in two-stage adaptive optimization

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