Pareto adaptive robust optimality via a Fourier-Motzkin elimination lens

DOI10.1007/s10107-023-01983-zarXiv2012.04419OpenAlexW3113024878MaRDI QIDQ6126657

Nikolaos Trichakis, Dick den Hertog, Dimitris J. Bertsimas, Stefan C. M. ten Eikelder

Publication date: 9 April 2024

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.04419

zbMATH Keywords

decision rulesPareto optimalityrobust optimizationadaptive robust optimizationFourier-Motzkin elimination

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Optimality conditions and duality in mathematical programming (90C46) Linear programming (90C05)

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