A comment on Robust linear optimization under new distance measure

International Journal of Physical Sciences

Yu Wuyang¹ 

关键词: Robust optimization;    probability bounds;    Netlib.;   

DOI  :  10.5897/IJPS12.669

学科分类：物理（综合）

来源: Academic Journals

【 摘 要 】

Zhang et al. (2012) proposed a new robust counterpart for linear optimization, and shown the effectiveness of the new model by numerical results of AFIRO and ADLITTLE. In this comment, it is shown that the numerical results in their paper are not true, conversely, the model of Bertimas and Sim (2004) has better optimality than that of Zhang et al. (2012) if the same probability bounds that the-th constraint violated is maintained.

【 授权许可】

CC BY