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Modification of Recourse Data for Mixed-Integer Recourse Models

Authors: Maarten H. van der Vlerk

Published in: Dagstuhl Seminar Proceedings, Volume 5031, Algorithms for Optimization with Incomplete Information (2005)

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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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)

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@InProceedings{vlerk:DagSemProc.05031.16,
  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 =		{https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.05031.16},
  URN =		{urn:nbn:de:0030-drops-738},
  doi =		{10.4230/DagSemProc.05031.16},
  annote =	{Keywords: stochastic programming, integer programming, approximation}
}

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Documents authored by Vlerk, Maarten H. van der

Modification of Recourse Data for Mixed-Integer Recourse Models

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