Decomposition for adjustable robust linear optimization subject to uncertainty polytope
نویسندگان
چکیده
منابع مشابه
Decomposition for adjustable robust linear optimization subject to uncertainty polytope
We present in this paper a general decomposition framework to solve exactly adjustable robust linear optimization problems subject to polytope uncertainty. Our approach is based on replacing the polytope by the set of its extreme points and generating the extreme points on the fly within row generation or column-and-row generation algorithms. The novelty of our approach lies in formulating the ...
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ژورنال
عنوان ژورنال: Computational Management Science
سال: 2016
ISSN: 1619-697X,1619-6988
DOI: 10.1007/s10287-016-0249-2