Robustness and duality in linear programming
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DOI: 10.1057/jors.2009.81
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References listed on IDEAS
- Dimitris Bertsimas & Melvyn Sim, 2004. "The Price of Robustness," Operations Research, INFORMS, vol. 52(1), pages 35-53, February.
- Averbakh, Igor & Lebedev, Vasilij, 2005. "On the complexity of minmax regret linear programming," European Journal of Operational Research, Elsevier, vol. 160(1), pages 227-231, January.
- J W Chinneck & K Ramadan, 2000. "Linear programming with interval coefficients," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 51(2), pages 209-220, February.
- Mausser, Helmut E. & Laguna, Manuel, 1999. "A heuristic to minimax absolute regret for linear programs with interval objective function coefficients," European Journal of Operational Research, Elsevier, vol. 117(1), pages 157-174, August.
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Citations
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Cited by:
- Juan Carlos Espinoza Garcia & Laurent Alfandari, 2018. "Robust location of new housing developments using a choice model," Annals of Operations Research, Springer, vol. 271(2), pages 527-550, December.
- Virginie Gabrel & Cécile Murat & Lei Wu, 2013. "New models for the robust shortest path problem: complexity, resolution and generalization," Annals of Operations Research, Springer, vol. 207(1), pages 97-120, August.
- Toloo, Mehdi & Mensah, Emmanuel Kwasi & Salahi, Maziar, 2022. "Robust optimization and its duality in data envelopment analysis," Omega, Elsevier, vol. 108(C).
- Gabrel, Virginie & Murat, Cécile & Thiele, Aurélie, 2014. "Recent advances in robust optimization: An overview," European Journal of Operational Research, Elsevier, vol. 235(3), pages 471-483.
- Arabmaldar, Aliasghar & Sahoo, Biresh K. & Ghiyasi, Mojtaba, 2023.
"A generalized robust data envelopment analysis model based on directional distance function,"
European Journal of Operational Research, Elsevier, vol. 311(2), pages 617-632.
- Arabmaldar, A. & Sahoo, B.K. & Ghiyasi, M., 2023. "A generalized robust data envelopment analysis model based on directional distance function," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 138962, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Espinoza Garcia, Juan Carlos & Alfandari, Laurent, 2015. "Robust location of new housing developments using a choice model," ESSEC Working Papers WP1521, ESSEC Research Center, ESSEC Business School.
- Selim Mankaï, 2014. "Data-Driven Robust Optimization with Application to Portfolio Management," Working Papers 2014-104, Department of Research, Ipag Business School.
- Hladík, Milan, 2016. "Robust optimal solutions in interval linear programming with forall-exists quantifiers," European Journal of Operational Research, Elsevier, vol. 254(3), pages 705-714.
- Juan Carlos Espinoza Garcia & Laurent Alfandari, 2015. "Robust location of new housing developments using a choice model," Working Papers hal-01230621, HAL.
- Selim Mankaï & Khaled Guesmi, 2015.
"Robust Portfolio Protection: A Scenarios-based Approach,"
Bankers, Markets & Investors, ESKA Publishing, issue 138, pages 30-44, September.
- Selim Mankaï & Khaled Guesmi, 2014. "Robust Portfolio Protection: A Scenarios-Based Approach," EconomiX Working Papers 2014-35, University of Paris Nanterre, EconomiX.
- repec:ipg:wpaper:2014-394 is not listed on IDEAS
- Jianjian Wang & Feng He & Xin Shi, 2019. "Numerical solution of a general interval quadratic programming model for portfolio selection," PLOS ONE, Public Library of Science, vol. 14(3), pages 1-16, March.
- Hatami-Marbini, Adel & Arabmaldar, Aliasghar, 2021. "Robustness of Farrell cost efficiency measurement under data perturbations: Evidence from a US manufacturing application," European Journal of Operational Research, Elsevier, vol. 295(2), pages 604-620.
- Selim Mankai & Khaled Guesmi, 2014. "Robust Portfolio Protection: A Scenarios-Based Approach," Working Papers hal-04141326, HAL.
- Kalaı¨, Rim & Lamboray, Claude & Vanderpooten, Daniel, 2012. "Lexicographic α-robustness: An alternative to min–max criteria," European Journal of Operational Research, Elsevier, vol. 220(3), pages 722-728.
- Jana Novotná & Milan Hladík & Tomáš Masařík, 2020. "Duality Gap in Interval Linear Programming," Journal of Optimization Theory and Applications, Springer, vol. 184(2), pages 565-580, February.
- Jang, Hoon & Hwang, Kyosang & Lee, Taeho & Lee, Taesik, 2019. "Designing robust rollout plan for better rural perinatal care system in Korea," European Journal of Operational Research, Elsevier, vol. 274(2), pages 730-742.
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Keywords
linear programming; decision analysis; robustness;All these keywords.
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