Adjustable Robust Optimization via Fourier–Motzkin Elimination
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Publication:4971396
DOI10.1287/opre.2017.1714zbMath1455.90124OpenAlexW2782362620WikidataQ93648675 ScholiaQ93648675MaRDI QIDQ4971396
Dick den Hertog, Melvyn Sim, Jianzhe Zhen
Publication date: 12 October 2020
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2017.1714
adjustable robust optimizationlinear decision rulesFourier-Motzkin eliminationredundant constraint identification
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