A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization
In this paper, we study the performance of static solutions for two-stage adjustable robust linear optimization problems with uncertain constraint and objective coefficients and give a tight characterization of the adaptivity gap. Computing an optimal adjustable robust optimization problem is often...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer Berlin Heidelberg
2016
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| Online Access: | http://hdl.handle.net/1721.1/103403 https://orcid.org/0000-0002-1985-1003 |