An Exact Algorithm for Large-Scale Continuous Nonlinear Resource Allocation Problems with Minimax Regret Objectives

DOI10.1287/ijoc.2020.0999OpenAlexW3095989740MaRDI QIDQ5085488

Hadi El-Amine, Nevin Mutlu, Jung Ho Park

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.2020.0999

zbMATH Keywords

robust optimizationcontinuous nonlinear optimizationBenders-type decompositioninterval minimax regret

Mathematics Subject Classification ID

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

Uses Software

• SCIP
• PySCIPOpt

Cites Work

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