A Robust Robust Optimization Result

Details A Robust Robust Optimization Result A Robust Robust Optimization Result

2011-04-29

arxiv.org/abs/1104.5656v1

Mathematics

Optimization and Control

Scientific paper

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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