Mathematics
3 posts
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Optimisation Under Uncertainty Part 2: An LP reformulation aside
A slight diversion: how to reformulate a linear program with a nested maximisation using duality
- optimisation
- linear-programming
- duality
- mathematics
- reformulation
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Optimisation Under Uncertainty Part 1: Murphy's Law
Introduction to robust optimisation under uncertainty. Part 1 covers theoretical foundations and the trade-offs between optimality and robustness.
- optimisation
- robustness
- uncertainty
- linear-programming
- mathematics