Robust optimization: Difference between revisions

Revision as of 13:42, 2 December 2006

Revision as of 13:44, 2 December 2006

Line 6:

:<math>\min f(x, y(1), ..., y(N)) + wP(z(1), ..., z(N)): Ax=b, x \le 0,</math>

:<math>\ B(s)x + C(s)y(s) + z(s) = e(s),</math> and <math>y(s) \ge 0,\, \forall s = 1,...,N,</math>