Multistage Robust Mixed-Integer Optimization with Adaptive Partitions
نویسندگان
چکیده
منابع مشابه
Multistage Robust Mixed-Integer Optimization with Adaptive Partitions
We present a new partition-and-bound method for multistage adaptive mixed integer optimization (AMIO) problems that extends previous work on finite adaptability. The approach analyzes the optimal solution to a static (non-adaptive) version of an AMIO problem to gain insight into which regions of the uncertainty set are restricting the objective function value. We use this information to constru...
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Format (5.1.1) covers all uncertain optimization problems considered so far; moreover, in these latter problems the objective f and the right hand side F of the constraints always were bi-affine in x, ζ, (that is, affine in x when ζ is fixed, and affine in ζ, x being fixed), and K was a “simple” convex cone (a direct product of nonnegative rays/Lorentz cones/Semidefinite cones, depending on whe...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2016
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.2016.1515