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

* *Michael J. Todd

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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