A Relative Robust Optimization Approach for Full Factorial Scenario Design of Data Uncertainty and Ambiguity

DOI10.1007/978-0-387-88617-6_4MaRDI QIDQ3638501zbMATH OpenOpenAlexFDO

Authors Matthew J. Realff, Jane C. Ammons, Tiravat Assavapokee

Publication date 27 October 2009

Published in Springer Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-387-88617-6_4

Mathematics Subject Classification ID

Linear programming (90C05) Multi-objective and goal programming (90C29) Mixed integer programming (90C11)

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Cites work

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• Some properties of the bilevel programming problem
• The Price of Robustness

Cited in

(1)

• Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization

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