Exploiting the Structure of Two-Stage Robust Optimization Models with Exponential Scenarios
This paper addresses a class of two-stage robust optimization models with an exponential number of scenarios given implicitly. We apply Dantzig–Wolfe decomposition to exploit the structure of these models and show that the original problem reduces to a single-stage robust problem. We propose a Bende...
Main Author: | Jaillet, Patrick |
---|---|
Other Authors: | Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science |
Format: | Article |
Language: | English |
Published: |
Institute for Operations Research and the Management Sciences (INFORMS)
2021
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Online Access: | https://hdl.handle.net/1721.1/129328 |
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