Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules
نویسندگان
چکیده
منابع مشابه
Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls
Adaptive robust optimization problems are usually solved approximately by restricting the adaptive decisions to simple parametric decision rules. However, the corresponding approximation error can be substantial. In this paper we show that two-stage robust and distributionally robust linear programs can often be reformulated exactly as conic programs that scale polynomially with the problem dim...
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ژورنال
عنوان ژورنال: Optimization Letters
سال: 2020
ISSN: 1862-4472,1862-4480
DOI: 10.1007/s11590-020-01595-y