Multistage Robust Mixed-Integer Optimization with Adaptive Partitions
We present a new partition-and-bound method for multistage adaptive mixed-integer optimization (AMIO) problems that extends previous work on finite adaptability. The approach analyzes the optimal solution to a static (nonadaptive) version of an AMIO problem to gain insight into which regions of the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Institute for Operations Research and the Management Sciences (INFORMS)
2017
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| Online Access: | http://hdl.handle.net/1721.1/108744 https://orcid.org/0000-0002-1985-1003 https://orcid.org/0000-0001-6721-5506 |