Modification of Recourse Data for Mixed-Integer Recourse Models

Author Maarten H. van der Vlerk



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Maarten H. van der Vlerk

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Maarten H. van der Vlerk. Modification of Recourse Data for Mixed-Integer Recourse Models. In Algorithms for Optimization with Incomplete Information. Dagstuhl Seminar Proceedings, Volume 5031, pp. 1-3, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2005)
https://doi.org/10.4230/DagSemProc.05031.16

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.
Keywords
  • stochastic programming
  • integer programming
  • approximation

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