Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1143127 | Operations Research Letters | 2012 | 4 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Martina Gancarova, Michael J. Todd,