Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems
From MaRDI portal
Publication:5085995
DOI10.1287/ijoc.2021.1061OpenAlexW2963728399MaRDI QIDQ5085995
Boris Detienne, Ayşe N. Arslan
Publication date: 30 June 2022
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/hal-02190059v4/file/Decomposition_based_approaches_for_a_class_of_two_stage_robust_binary_optimization_problems_revision_2-2.pdf
Related Items (3)
Adjustable robust optimization with objective uncertainty ⋮ A two-stage robust approach for minimizing the weighted number of tardy jobs with objective uncertainty ⋮ A Lagrangian dual method for two-stage robust optimization with binary uncertainties
Uses Software
Cites Work
- Unnamed Item
- Generalized decision rule approximations for stochastic programming via liftings
- Min-max-min robust combinatorial optimization
- Primal and dual linear decision rules in stochastic and robust optimization
- Principles and practice of constraint programming. 2nd international workshop, PPCP '94, Rosario, Orcas Island, Washington, DC, USA, May 2-4, 1994. Proceedings
- Adjustable robust solutions of uncertain linear programs
- Binary decision rules for multistage adaptive mixed-integer optimization
- Where are the hard knapsack problems?
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
- Oracle-based algorithms for binary two-stage robust optimization
- \(K\)-adaptability in two-stage mixed-integer robust optimization
- Recent advances in robust optimization: an overview
- Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty
- Two-stage network constrained robust unit commitment problem
- Multistage Robust Mixed-Integer Optimization with Adaptive Partitions
- Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set
- Distributionally Robust Optimization and Its Tractable Approximations
- Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
- Theory and Applications of Robust Optimization
- Two-Stage Robust Network Flow and Design Under Demand Uncertainty
- A Linear Decision-Based Approximation Approach to Stochastic Programming
- Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization
- K-Adaptability in Two-Stage Robust Binary Programming
- Adjustable Robust Optimization via Fourier–Motzkin Elimination
- Finite Adaptability in Multistage Linear Optimization
- Automation and Combination of Linear-Programming Based Stabilization Techniques in Column Generation
- Primal Heuristics for Branch and Price: The Assets of Diving Methods
This page was built for publication: Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems