LP Problems with Uncertain Parameters

  • 27 November 2023
  • 0 replies

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Dear All,

I have a linear programming problem (from a book of optimization in power system) with uncertain parameters as:

max z = 750x1 + 1000x2

subject to:

x1 + x2 <= a
x1 + 2x2 <= b
4x1 + 3x2 <= c
x1,x2 >= 0

where a, b, and c are uncertain parameters with the probability function as:

How to implement this optimization problem in AIMMS?

Thank you.

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