Piecewise Constant Decision Rules via Branch-and-Bound Based Scenario Detection for Integer Adjustable Robust Optimization

DOI10.1287/ijoc.2019.0934OpenAlexW2994371406MaRDI QIDQ4995078

Ward Romeijnders, Krzysztof Postek

Publication date: 23 June 2021

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.10079

zbMATH Keywords

adaptivityrobust optimizationmixed integeradjustability

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Uses Software

• Matlab
• Gurobi
• CVX
• KAdaptabilitySolver

Cites Work

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• Finite Adaptability in Multistage Linear Optimization
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• A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization

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