A further discussion on the conservatism of robust linear optimization problems

The conservatism is an important indicator for measuring a robust approach. In the process of our previous research for the conservatism of robust linear programming problems,we have found that k is a critical parameter to depict the conservatism of robust linear programming problems,where k is the number of nonzero components in optimal solution of the extremely conservative robust linear programming problems. In this paper we give the distribution and expectation of k through analyzing the probability that any basic solutions are the optimal solutions of the extremely conservative robust linear programming problems.