[EMAIL PROTECTED] wrote:
Dear all,
I have a LP model here as follow:
...
The constraints
.15*x1 + .2*x2 +.15*x3 >= 100;
.2*x1 + .05*x2 + .2*x3 >= 100;
.25*x1 + .15*x2+ .05*x3 >= 150;
have uncertainties in x1, x2, and x3 coefficients. I want to know how
can I make a robust optimisat
+ .15*x2+ .05*x3 >= 150;
y1+y2+y3 = 2;
xi>=0,
yi=0, if x=o
yi=1, if x>=o
The constraints
.15*x1 + .2*x2 +.15*x3 >= 100;
.2*x1 + .05*x2 + .2*x3 >= 100;
.25*x1 + .15*x2+ .05*x3 >= 150;
have uncertainties in x1, x2, and x3 coefficients. I want to know how
can I make a robust o
