[EMAIL PROTECTED] 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 -- http://mail.python.org/mailman/listinfo/python-list
