An inexact column-and-constraint generation method to solve two-stage robust optimization problems
Man Yiu Tsang, Karmel S. Shehadeh, Frank E. Curtis
| Year of publication: |
2023
|
|---|---|
| Authors: | Tsang, Man Yiu ; Shehadeh, Karmel S. ; Curtis, Frank E. |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 51.2023, 1, p. 92-98
|
| Subject: | Column-and-constraint generation | Decomposition algorithms | Robust optimization | Two-stage stochastic optimization | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2022.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014283302