A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides
نویسندگان
چکیده
منابع مشابه
A Copositive Approach for Two-Stage Adjustable Robust Optimization with Uncertain Right-Hand Sides
We study two-stage adjustable robust linear programming in which the right-hand sides are uncertain and belong to a convex, compact uncertainty set. This problem is NP-hard, and the affine policy is a popular, tractable approximation. We prove that under standard and simple conditions, the two-stage problem can be reformulated as a copositive optimization problem, which in turn leads to a class...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2017
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-017-9974-x