A robust robust optimization result |
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| Authors: | Martina GancarovaMichael J. Todd |
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| Affiliation: | School of Operations Research and Information Engineering, Cornell University, Ithaca, NY 14853, USA |
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| Abstract: | We study the loss in objective value when an inaccurate objective is optimized instead of the true one, and show that “on average” this loss is very small, for an arbitrary compact feasible region. |
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| Keywords: | Robust optimization Sensitivity of objective Probabilistic analysis |
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