Benders decomposition approach to robust mixed integer programming

MaRDI QIDQ5442489zbMATH OpenFDO

Authors Hiroo Saito, Kazuo Murota

Publication date 22 February 2008

zbMATH Keywords

ellipsoidal uncertainty

Mathematics Subject Classification ID

Mixed integer programming (90C11) Convex programming (90C25)

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(11)

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• Robust combinatorial optimization under convex and discrete cost uncertainty
• Finding quadratic underestimators for optimal value functions of nonconvex all-quadratic problems via copositive optimization
• Two-stage robust mixed integer programming problem with objective uncertainty
• Semiconductor lot allocation using robust optimization

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Uses Software

• GLPK

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