A Robust Robust Optimization Result and the Probability that a Random Triangle is Acute

School of Operations Research and Information Engineering, Cornell University

We first describe a result on the (lack of) sensitivity of the optimal value to a misspecification of the objective function coefficients, followed by a short proof of a result of Edelman and Strang that the probability that a random triangle is acute is 1/4. The two parts are unified by their reliance on the invariance properties of Gaussian random vectors.

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