Technical Terms Linear Semi-Infinite Programming: An optimisation framework involving finitely many decision variables constrained by an infinite number of linear inequalities.

In this paper, we introduce an approach for constructing uncertainty sets for robust optimization using new deviation measures for random variables termed the forward and backward deviations. These ...

Constraints of this type, playing a central role in chance-constrained linear/conic quadratic/semidefinite programming, are typically computationally intractable. The goal of this paper is to develop ...

I want to minimize x1 + x2) and list the constraints (e.g. 0 <= x1 <= 10 and 5 < x2 <= 100).<BR><BR>However, upon reading and re-reading this problem, the solution seems intuitive and flat out ...