Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties

Hezhi Luo, Xiaodong Ding, Jiming Peng, Rujun Jiang, Duan Li

Abstract: In this paper, we consider the so-called worst-case linear optimization (WCLO) with uncertainties on the right-hand side of the constraints. Such a problem often arises in applications such as in s...