Two-stage robust mixed integer programming problem with objective uncertainty

DOI10.1007/S11590-017-1176-ZzbMATH Open1402.90103OpenAlexW2741706972MaRDI QIDQ723485FDOQ723485

Authors: Ning Zhang 

Publication date: 31 July 2018

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-017-1176-z

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zbMATH Keywords

augmented Lagrangianmixed integer programmingobjective uncertaintytwo-stage robust optimization

Mathematics Subject Classification ID

Stochastic programming (90C15) Mixed integer programming (90C11)

Cites Work

• Convex Analysis
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• The value function of a mixed integer program: I
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• Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
• Supermodularity and affine policies in dynamic robust optimization
• On the performance of affine policies for two-stage adaptive optimization: a geometric perspective

Cited In (7)

• 2-stage robust MILP with continuous recourse variables
• An inexact column-and-constraint generation method to solve two-stage robust optimization problems
• On 2-stage robust LP with RHS uncertainty: complexity results and applications
• Two-stage distributionally robust mixed-integer optimization model for three-level location-allocation problems under uncertain environment
• A robust optimization model for multi-product two-stage capacitated production planning under uncertainty
• Exploiting the Structure of Two-Stage Robust Optimization Models with Exponential Scenarios
• Robust two-stage combinatorial optimization problems under convex second-stage cost uncertainty

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