International Journal of
Physical Sciences

  • Abbreviation: Int. J. Phys. Sci.
  • Language: English
  • ISSN: 1992-1950
  • DOI: 10.5897/IJPS
  • Start Year: 2006
  • Published Articles: 2568

Commentary

A comment on “Robust linear optimization under new distance measure”

Yu Wuyang
Institute of Management Decision and Innovation, Hangzhou Dianzi University, 310018, Zhejiang, P. R. China.
Email: [email protected]

  •  Accepted: 04 February 2013
  •  Published: 09 February 2013

Abstract

Zhang et al. (2012) proposed a new robust counterpart for linear optimization, and shown the effectiveness of the new model by numerical results of AFIRO and ADLITTLE. In this comment, it is shown that the numerical results in their paper are not true, conversely, the model of Bertimas and Sim (2004) has better optimality than that of Zhang et al. (2012) if the same probability bounds that the -th constraint violated is maintained.

 

Key words: Robust optimization, probability bounds, Netlib.

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