یک چارچوب واحد برای دوگانگی و مدل سازی در برنامه های خطی قوی
|کد مقاله||سال انتشار||مقاله انگلیسی||ترجمه فارسی||تعداد کلمات|
|46739||2013||14 صفحه PDF||سفارش دهید||محاسبه نشده|
Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)
Journal : Omega, Volume 41, Issue 6, December 2013, Pages 984–997
A second theme of the paper is about modeling in robust linear programming. We replace the ordinary activity vectors (points) and right-hand sides with well-known geometric objects such as hyper-rectangles, parallel line segments and hyper-spheres. In this manner, imprecision and uncertainty can be explicitly modeled as an inherent characteristic of the model. This is in contrast to the usual approach of using vectors to model activities and/or constraints and then, subsequently, imposing some further constraints in the model to accommodate imprecision and uncertainties. The unifying duality structure is then applied to these models to understand and interpret the marginal prices. The key observation is that the optimal solutions to these dual problems are comprised of two parts: a traditional “centrality” component along with a “robustness” component.