License
when quoting this document, please refer to the following
URN: urn:nbn:de:0030-drops-738
URL: http://drops.dagstuhl.de/opus/volltexte/2005/73/

Vlerk, Maarten H. van der

Modification of Recourse Data for Mixed-Integer Recourse Models

pdf-format:
Dokument 1.pdf (91 KB)


Abstract

We consider modification of the recourse data, consisting of the second-stage parameters and the underlying distribution, as an approximation technique for solving two-stage recourse problems. This approach is applied to several specific classes of mixed-integer recourse problems; in each case, the resulting recourse problem is much easier to solve.

BibTeX - Entry

@InProceedings{vlerk:DSP:2005:73,
  author =	{Maarten H. van der Vlerk},
  title =	{Modification of Recourse Data for Mixed-Integer Recourse Models},
  booktitle =	{Algorithms for Optimization with Incomplete Information},
  year =	{2005},
  editor =	{Susanne Albers and Rolf H. M{\"o}hring and Georg Ch. Pflug and R{\"u}diger Schultz},
  number =	{05031},
  series =	{Dagstuhl Seminar Proceedings},
  ISSN =	{1862-4405},
  publisher =	{Internationales Begegnungs- und Forschungszentrum f{\"u}r Informatik (IBFI), Schloss Dagstuhl, Germany},
  address =	{Dagstuhl, Germany},
  URL =		{http://drops.dagstuhl.de/opus/volltexte/2005/73},
  annote =	{Keywords: stochastic programming, integer programming, approximation}
}

Keywords: stochastic programming, integer programming, approximation
Seminar: 05031 - Algorithms for Optimization with Incomplete Information
Issue date: 2005
Date of publication: 30.05.2005


DROPS-Home | Fulltext Search | Imprint Published by LZI