Assessing the Quality of Convex Approximations for Two-Stage Totally Unimodular Integer Recourse Models

DOI10.1287/ijoc.2016.0725zbMath1371.90095OpenAlexW2522056961MaRDI QIDQ5364274

Maarten H. van der Vlerk, David P. Morton, Ward Romeijnders

Publication date: 4 October 2017

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

Full work available at URL: https://pure.rug.nl/ws/files/62163362/ConvexApproxSampling.pdf

zbMATH Keywords

stochastic programmingconvex approximationsinteger recoursesampling methods

Mathematics Subject Classification ID

Convex programming (90C25) Integer programming (90C10) Stochastic programming (90C15)

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