| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1142902 | Operations Research Letters | 2008 | 7 Pages |
Abstract
We consider the problem minX∈{0,1}n{c′x:aj′x⩽bj,j=1,…,m}, where the ajaj are random vectors with unknown distributions. The only information we are given regarding the random vectors ajaj are their moments, up to order k. We give a robust formulation, as a function of k, for the 0–1 integer linear program under this limited distributional information.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Michael R. Wagner,