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DOI: 10.4230/DagSemProc.05031.16
URN: urn:nbn:de:0030-drops-738
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Vlerk, Maarten H. van der

Modification of Recourse Data for Mixed-Integer Recourse Models

05031.vanderVlerkMaarten.ExtAbstract.73.pdf (0.09 MB)


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

  author =	{Vlerk, Maarten H. van der},
  title =	{{Modification of Recourse Data for Mixed-Integer Recourse Models}},
  booktitle =	{Algorithms for Optimization with Incomplete Information},
  pages =	{1--3},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2005},
  volume =	{5031},
  editor =	{Susanne Albers and Rolf H. M\"{o}hring and Georg Ch. Pflug and R\"{u}diger Schultz},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{},
  URN =		{urn:nbn:de:0030-drops-738},
  doi =		{10.4230/DagSemProc.05031.16},
  annote =	{Keywords: stochastic programming, integer programming, approximation}

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

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