Solving mixed-integer robust optimization problems with interval uncertainty using Benders decomposition
Year of publication: |
2015
|
---|---|
Authors: | Siddiqui, Sauleh ; Gabriel, Steven A. ; Azarm, Shapour |
Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 66.2015, 4, p. 664-673
|
Subject: | robust optimization | mixed-integer | Benders decomposition | interval uncertainty | quasiconvex function | Dekompositionsverfahren | Decomposition method | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty | Risiko | Risk | Ganzzahlige Optimierung | Integer programming |
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