K-adaptability in two-stage mixed-integer robust optimization
نویسندگان
چکیده
منابع مشابه
K-Adaptability in Two-Stage Mixed-Integer Robust Optimization
We study two-stage robust optimization problems with mixed discrete-continuous decisions in both stages. Despite their broad range of applications, these problems pose two fundamental challenges: (i) they constitute infinite-dimensional problems that require a finite-dimensional approximation, and (ii) the presence of discrete recourse decisions typically prohibits dualitybased solution schemes...
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ژورنال
عنوان ژورنال: Mathematical Programming Computation
سال: 2019
ISSN: 1867-2949,1867-2957
DOI: 10.1007/s12532-019-00174-2