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where <math>P</math> is a given subset of <math>\mathbb{R}^{2}</math>.
What makes this a 'robust optimization' problem is the <math>\forall (c,d)\in P</math> clause in the constraints. Its implication is that for a pair <math>(x,y)</math> to be admissible, the constraint <math>cx + dy \le 10</math> must be satisfied by the '''worst''' <math>(c,d)\in P</math> pertaining to <math>(x,y)</math>, namely the pair <math>(c,d)\in P</math> that maximizes the value of <math>
If the parameter space <math>P</math> is finite (consisting of finitely many elements), then this robust optimization problem itself is a [[linear programming]] problem: for each <math>(c,d)\in P</math> there is a linear constraint <math>cx + dy \le 10</math>.
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