A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization
نویسندگان
چکیده
منابع مشابه
A Tractable Approach for designing Piecewise Affine Policies in Two-stage Adjustable Robust Optimization
We consider the problem of designing piecewise affine policies for two-stage adjustable robust linear optimization problems under right-hand side uncertainty. It is well known that a piecewise affine policy is optimal although the number of pieces can be exponentially large. A significant challenge in designing a practical piecewise affine policy is constructing good pieces of the uncertainty s...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2019
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-019-01385-0