collaborators

1 paper

math.OC2020

Pareto Adaptive Robust Optimality via a Fourier-Motzkin Elimination Lens

Dimitris Bertsimas, Stefan ten Eikelder, Dick den Hertog +1

We formalize the concept of Pareto Adaptive Robust Optimality (PARO) for linear Adaptive Robust Optimization (ARO) problems. A worst-case optimal solution pair of here-and-now deci…