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Two-stage robust LP with ellipsoidal right-hand side uncertainty is NP-hard - MaRDI portal

Two-stage robust LP with ellipsoidal right-hand side uncertainty is NP-hard (Q694182)

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scientific article; zbMATH DE number 6114981
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English
Two-stage robust LP with ellipsoidal right-hand side uncertainty is NP-hard
scientific article; zbMATH DE number 6114981

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    Two-stage robust LP with ellipsoidal right-hand side uncertainty is NP-hard (English)
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    11 December 2012
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    robust optimization
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    robust linear programming
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    polyhedral uncertainty
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    ellipsoidal uncertainty
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    complexity of robust linear programming
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