2-stage robust MILP with continuous recourse variables

DOI10.1016/J.DAM.2014.01.017MaRDI QIDQ2449080zbMATH OpenOpenAlexFDO

Authors Alain Billionnet, Marie-Christine Costa, Pierre-Louis Poirion

Publication date 6 May 2014

Published in Discrete Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.dam.2014.01.017

zbMATH Keywords

integer programmingrobust optimization

Mathematics Subject Classification ID

Mixed integer programming (90C11) Sensitivity, stability, parametric optimization (90C31)

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Cites work

• Adjustable robust solutions of uncertain linear programs
• Combinatorial optimization. Theory and algorithms.
• Linear programming under uncertainty
• On 2-stage robust LP with RHS uncertainty: complexity results and applications
• Robust capacity assignment solutions for telecommunications networks with uncertain demands
• Robust discrete optimization and its applications
• Robust linear optimization under general norms.
• Robust location transportation problems under uncertain demands
• Robust solutions of uncertain linear programs
• Strong formulations of robust mixed 0-1 programming
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
• The Price of Robustness
• The robust network loading problem with dynamic routing
• Theory and applications of robust optimization

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(11)

• Robust optimization for non-linear impact of data variation
• Robust location of new housing developments using a choice model
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• Decomposition for adjustable robust linear optimization subject to uncertainty polytope
• Robust inventory theory with perishable products
• Dominance-based linear formulation for the anchor-robust project scheduling problem
• Robust and stochastic formulations for ambulance deployment and dispatch
• Solving two-stage robust optimization problems using a column-and-constraint generation method
• Robust flows with losses and improvability in evacuation planning
• Robust combinatorial optimization under convex and discrete cost uncertainty
• Two-stage robust mixed integer programming problem with objective uncertainty

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