A dynamic programming approach for a class of robust optimization problems

Common approaches to solving a robust optimization problem decompose the problem into a master problem (MP) and adversarial problems (APs). The MP contains the original robust constraints, written, however, only for nite numbers of scenarios. Additional scenarios are generated on the y by solving th...

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Bibliographic Details
Main Author: Agra, Agostinho (author)
Other Authors: Santos, Márcio Costa (author), Nace, Dritan (author), Poss, Michael (author)
Format: article
Language:eng
Published: 2016
Subjects:
Robust optimization
Budgeted uncertainty
Dynamic programming
Row-andcolumn generation
FPTAS
Online Access:http://hdl.handle.net/10773/16478
Country:Portugal
Oai:oai:ria.ua.pt:10773/16478

Internet

http://hdl.handle.net/10773/16478

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