DagSemProc.05031.16.pdf
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Modification of Recourse Data for Mixed-Integer Recourse Models
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Dagstuhl Seminar Proceedings, Volume 5031
Series: Dagstuhl Seminar Proceedings (DagSemProc) - License:
Creative Commons Attribution 4.0 International license
- Publication Date: 2005-05-30
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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.
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Keywords
- stochastic programming
- integer programming
- approximation
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