Multistage Adaptive Robust Binary Optimization: Uncertainty Set Lifting versus Partitioning through Breakpoints Optimization
Two methods for multistage adaptive robust binary optimization are investigated in this work. These methods referred to as binary decision rule and finite adaptability inherently share similarities in dividing the uncertainty set into subsets. In the binary decision rule method, the uncertainty is l...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-09-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/18/3883 |