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dc.contributor.authorKarimi, Mehdi 16:47:56 (GMT) 16:47:56 (GMT)
dc.description.abstractWe introduce methods for dealing with linear programming (LP) problems with uncertain data, using the notion of weighted analytic centers. Our methods are based on high interaction with the decision maker (DM) and try to find solutions which satisfy most of his/her important criteria/goals. Starting with the drawbacks of different methods for dealing with uncertainty in LP, we explain how our methods improve most of them. We prove that, besides many practical advantages, our approach is theoretically as strong as robust optimization. Interactive cutting-plane algorithms are developed for concave and quasi-concave utility functions. We present some probabilistic bounds for feasibility and evaluate our approach by means of computational experiments.en
dc.publisherUniversity of Waterlooen
dc.subjectLinear Optimizationen
dc.subjectRobust Optimizationen
dc.subjectWeighted Analytic Centeren
dc.titleA Quick-and-Dirty Approach to Robustness in Linear Optimizationen
dc.typeMaster Thesisen
dc.subject.programCombinatorics and Optimizationen and Optimizationen
uws-etd.degreeMaster of Mathematicsen

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