How to solve a Robust problem? For example if I have the following Robust LP.
minimize $\beta$
subject to
$3x_1+4x_2 \leq7$
$3x_1 \leq7$
$x_1 \geq 0$
$x_2 \geq 0$
$-x_1+4x_2\leq\beta$
$x_1+4x_2\leq\beta$
How should I tackle this problem?
How to solve a Robust problem? For example if I have the following Robust LP.
minimize $\beta$
subject to
$3x_1+4x_2 \leq7$
$3x_1 \leq7$
$x_1 \geq 0$
$x_2 \geq 0$
$-x_1+4x_2\leq\beta$
$x_1+4x_2\leq\beta$
How should I tackle this problem?
You have two upper bounds for $\beta$, but no lower bound. I think the minimum is $\beta = -\infty $