robust optimisation

Terry Reedy tjreedy at
Tue Aug 5 21:56:02 CEST 2008

sh.mojtahedzadeh at wrote:
> Dear all,
> I have a LP model here as follow:
> The constraints
> .15*x1 + .2*x2 +.15*x3 >= 100;
> .2*x1 + .05*x2 + .2*x3 >= 100;
> .25*x1 + .15*x2+ .05*x3 >= 150;
> have uncertainties in x1, x2, and x3 coefficients. I want to know how
> can I make a robust optimisation model for this LP model?

This has nothing to do with Python.  You might get an answer on the 
scipy mailing list, but you should look for a group of list on numerical 
optimization, or better one specifically on linear programming, which is 
a somewhat separate subfield.  Or find a book on 'robust optimization', 
whatever that is.


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