Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management

DOI10.1287/ijoc.2020.0959OpenAlexW3106631555MaRDI QIDQ5085483

Amir Ardestani-Jaafari, Erick Delage

Publication date: 27 June 2022

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

Full work available at URL: https://doi.org/10.1287/ijoc.2020.0959

zbMATH Keywords

bilinear programminglinear programming relaxationaffinely adjustable robust counterparttwo-stage adjustable robust optimization

Mathematics Subject Classification ID

Numerical analysis (65-XX) Operations research, mathematical programming (90-XX)

Related Items (3)

Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective ⋮ Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems ⋮ A Lagrangian dual method for two-stage robust optimization with binary uncertainties

Uses Software

• YALMIP
• Mosek
• ROME
• Robotics

Cites Work

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