期刊
OPERATIONS RESEARCH LETTERS
卷 37, 期 1, 页码 1-6出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/j.orl.2008.09.010
关键词
Robust optimization; Optimistic counterpart; Convex programming duality
We study the dual problems associated with the robust counterparts of uncertain convex programs. We show that while the primal robust problem corresponds to a decision maker operating under the worst possible data, the dual problem corresponds to a decision maker operating under the best possible data. (C) 2008 Elsevier B.V. All rights reserved.
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