Convex Approximations for Totally Unimodular Integer Recourse Models: A Uniform Error Bound
نویسندگان
چکیده
منابع مشابه
Convex Approximations for Totally Unimodular Integer Recourse Models: A Uniform Error Bound
We consider a class of convex approximations for totally unimodular (TU) integer recourse models and derive a uniform error bound by exploiting properties of the total variation of the probability density functions involved. For simple integer recourse models this error bound is tight and improves the existing one by a factor 2, whereas for TU integer recourse models this is the first nontrivia...
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We discuss the performance of the convex approximations introduced by Van der Vlerk [2004] for the class of integer recourse problems with totally unimodular (TU) recourse matrices. We show that the main result in Van der Vlerk [2004] needs stronger assumptions, so that a performance guarantee for the convex approximations is lacking in general. In order to obtain such a performance guarantee, ...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2015
ISSN: 1052-6234,1095-7189
DOI: 10.1137/130945703