Two-stage robust mixed integer programming problem with objective uncertainty

DOI10.1007/S11590-017-1176-ZMaRDI QIDQ723485zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

augmented Lagrangianmixed integer programmingobjective uncertaintytwo-stage robust optimization

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 895354 (Why is no real title available?)
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• Optimality of affine policies in multistage robust optimization
• Partitioning procedures for solving mixed-variables programming problems
• Robust optimization
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
• Supermodularity and affine policies in dynamic robust optimization
• The value function of a mixed integer program. II
• The value function of a mixed integer program: I
• The value function of an integer program
• Uncertain linear programs: extended affinely adjustable robust counterparts
• \(K\)-adaptability in two-stage robust binary programming

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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