2-stage robust MILP with continuous recourse variables
نویسندگان
چکیده
منابع مشابه
2-stage robust MILP with continuous recourse variables
We solve a linear robust problem with mixed-integer first-stage variables and continuous second stage variables. We consider column wise uncertainty. We first focus on a problem with right hand-side uncertainty which satisfies a "full recourse property" and a specific definition of the uncertainty. We propose a solution based on a generation constraint algorithm. Then we give several generaliza...
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ژورنال
عنوان ژورنال: Discrete Applied Mathematics
سال: 2014
ISSN: 0166-218X
DOI: 10.1016/j.dam.2014.01.017