lecture 7: robust linear optimization
Post on 13-Apr-2022
10 Views
Preview:
TRANSCRIPT
LECTURE 7: ROBUST LINEAR OPTIMIZATION1. Motivation2. Robust model3. Solution methods
Motivation• Example: Pharmaceutic decision making
(from Prof. Tom Luo)
Data sheet
LP formulation
Situation analysis
Robust LP model
Simple form robust LP• Define
• Consider
Assumptions in decision making
Mathematics involved
Semi-infinite LP
Properties of (RLP)sI
Solution method 1
• Pros: Solved by LP• Cons: An approximation solution
Solution method 2
• Consider
Solution method 2
Computational bottleneck
top related