On the approximability of adjustable robust convex optimization under uncertainty
In this paper, we consider adjustable robust versions of convex optimization problems with uncertain constraints and objectives and show that under fairly general assumptions, a static robust solution provides a good approximation for these adjustable robust problems. An adjustable robust optimizati...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer-Verlag,
2014-06-04T14:25:02Z.
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| Subjects: | |
| Online Access: | Get fulltext |