Cited in
(13)- \(K\)-adaptability in stochastic combinatorial optimization under objective uncertainty
- Piecewise Constant Decision Rules via Branch-and-Bound Based Scenario Detection for Integer Adjustable Robust Optimization
- Oracle-based algorithms for binary two-stage robust optimization
- Min-Sup-Min Robust Combinatorial Optimization with Few Recourse Solutions
- ROME
- A note on \(\Sigma_2^p\)-completeness of a robust binary linear program with binary uncertainty set
- Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems
- BilevelJuMP.jl
- A primal-dual lifting scheme for two-stage robust optimization
- Robust combinatorial optimization under convex and discrete cost uncertainty
- Min-max-min robustness for combinatorial problems with discrete budgeted uncertainty
- A Lagrangian dual method for two-stage robust optimization with binary uncertainties
- Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty
This page was built for software: KAdaptabilitySolver
