A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound

DOI10.1137/140986244zbMath1332.90185OpenAlexW2288276805MaRDI QIDQ5743615

Maarten H. van der Vlerk, Ward Romeijnders, Willem K. Klein Haneveld, Rüdiger Schultz

Publication date: 5 February 2016

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://research.rug.nl/en/publications/a-convex-approximation-for-twostage-mixedinteger-recourse-models-with-a-uniform-error-bound(00bb7aaa-e817-4e84-a288-8055bad953ae).html

zbMATH Keywords

stochastic programmingconvex approximationmixed-integer recourse

Mathematics Subject Classification ID

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

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