An inexact column-and-constraint generation method to solve two-stage robust optimization problems

DOI10.1016/j.orl.2022.12.002zbMath1525.90311arXiv2207.03291OpenAlexW4311141807MaRDI QIDQ6161289

Man Yiu Tsang, Karmel S. Shehadeh, Frank E. Curtis

Publication date: 27 June 2023

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.03291

zbMATH Keywords

decomposition algorithmsrobust optimizationtwo-stage stochastic optimizationcolumn-and-constraint generation

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Stochastic programming (90C15) Robustness in mathematical programming (90C17)

Cites Work

• A robust optimization approach to energy and reserve dispatch in electricity markets
• Two-stage robust optimization approach to elective surgery and downstream capacity planning
• Decomposition for adjustable robust linear optimization subject to uncertainty polytope
• A two-stage robust model for a reliable \(p\)-center facility location problem
• Recent advances in robust optimization: an overview
• Solving two-stage robust optimization problems using a column-and-constraint generation method
• Optimal Allocation of Surgery Blocks to Operating Rooms Under Uncertainty
• The Price of Robustness

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