A Lagrangian dual method for two-stage robust optimization with binary uncertainties

DOI10.1007/s11081-022-09710-xzbMath1499.90269arXiv2112.13138OpenAlexW4220937575MaRDI QIDQ2101650

Anirudh Subramanyam

Publication date: 6 December 2022

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.13138

zbMATH Keywords

robust optimizationtwo-stage problemsLagrangian dualbinary uncertainty

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47)

Related Items (2)

Announcement: Howard Rosenbrock Prize 2022 ⋮ Methodology and applications of robust optimization

Uses Software

• Gurobi
• JuMP
• KAdaptabilitySolver

Cites Work

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