1. Limited time only! Sign up for a free 30min personal tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Homework Help: Robust optimisation in Maths Programming

  1. Apr 25, 2012 #1
    I am a bit confused as to how to formulate the robust optimisation counterpart for the following problem,

    1. The problem statement, all variables and given/known data

    Consider the random linear constraint Ʃj ( ~aijxj ) ≤ bi, where ~aij's are the random parameters,
    Assume ~aij belongs to the uncertainty interval [aij-aij*, aij + aij*] for all j=1...n, and in addition
    Ʃj|~aij-aij| ≤r for all j=1...n

    Formulate the robust counterpart for this random constraint.

    2. The attempt at a solution

    All I can think to do is ;

    Objective; mincTx

    Constraint; Ʃj~aijxj ≤bi for all ~ai in Ui where Ui = {~ai:|~aij-aij|≤aij*}
  2. jcsd
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook

Can you offer guidance or do you also need help?
Draft saved Draft deleted