van Dam, Edwin Robert; Den Hertog, Dick; Rennen, G. - Tilburg University, Center for Economic Research - 2009
convex constraints. For these problems, sandwich algorithms can be used to de- termine an inner and outer approximation … quality guarantee to the decision maker. In this paper, we extend higher dimensional sandwich algorithms in three different … combination of easy calculation and easy interpretation makes this measure very suitable for sandwich algorithms. Thirdly, we show …