 Consider the following linear programming problem

where formula_2 is a given subset of formula_3.What makes this a 'robust optimization' problem is the formula_4 clause in the constraints.Its implication is that for a pair formula_5 to be admissible, the constraint formula_6 must be satisfied by the worst formula_7 pertaining to formula_5, namely the pair formula_7 that maximizes the value of formula_10 for the given value of formula_5.