Commentary
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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