robust optimisation

[Terry Reedy]

sh.mojtahedzadeh at gmail.com 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.

tjr