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Let us also suppose that only the objective function coefficients are known ex-
actly and that, by hypothesis, all the constraint matrix lines correspond to quantities
that are expressed in the same type of unit (e.g., physical, monetary). The values of
the constraint matrix coefficients are uncertain. A finite set S' of variable settings
allows this imperfect knowledge to be modelled. In the general case, it is possible
for the intersection of the feasible domains of all the variable settings to be empty.
In addition, even if this intersection is not empty, the price of robustness, as Soyster
refers to it, can be high. The decision maker might accept an unfeasible robust so-
lution in a small subset of S,, but only if the cost is relatively low. In fact, it is often
acceptable in practice to not respect equality; however, in this case, it is important
for the non-zero deviations between the right and left members to be “small” and
few in number. Thus, an unfeasible mathematical solution may be preferable to a
much more costly solution that perfectly satisfies all the equalities. For a solution x,
the deviations that must be taken into account are defined as follows:

Figure 9 Let us also suppose that only the objective function coefficients are known ex- actly and that, by hypothesis, all the constraint matrix lines correspond to quantities that are expressed in the same type of unit (e.g., physical, monetary). The values of the constraint matrix coefficients are uncertain. A finite set S' of variable settings allows this imperfect knowledge to be modelled. In the general case, it is possible for the intersection of the feasible domains of all the variable settings to be empty. In addition, even if this intersection is not empty, the price of robustness, as Soyster refers to it, can be high. The decision maker might accept an unfeasible robust so- lution in a small subset of S,, but only if the cost is relatively low. In fact, it is often acceptable in practice to not respect equality; however, in this case, it is important for the non-zero deviations between the right and left members to be “small” and few in number. Thus, an unfeasible mathematical solution may be preferable to a much more costly solution that perfectly satisfies all the equalities. For a solution x, the deviations that must be taken into account are defined as follows: