Binary decision rules for multistage adaptive mixed-integer optimization

Decision rules provide a flexible toolbox for solving computationally demanding, multistage adaptive optimization problems. There is a plethora of real-valued decision rules that are highly scalable and achieve good quality solutions. On the other hand, existing binary decision rule structures tend...

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Bibliographic Details
Main Authors: Georghiou, Angelos, Bertsimas, Dimitris J
Other Authors: Sloan School of Management
Format: Article
Language:English
Published: Springer Berlin Heidelberg 2018
Online Access:http://hdl.handle.net/1721.1/117402
https://orcid.org/0000-0002-1985-1003