Pareto Adaptive Robust Optimality via a Fourier–Motzkin Elimination lens

Pareto Adaptive Robust Optimality via a Fourier–Motzkin Elimination lens

We formalize the concept of Pareto Adaptive Robust Optimality (PARO) for linear two-stage Adaptive Robust Optimization (ARO) problems, with fixed continuous recourse. A worst-case optimal solution pair of here-and-now decisions and wait-and-see decisions is PARO if it cannot be Pareto dominated by a...

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Bibliographic Details
Main Authors: Bertsimas, Dimitris, ten Eikelder, Stefan C. M., den Hertog, Dick, Trichakis, Nikolaos
Other Authors: Massachusetts Institute of Technology. Operations Research Center
Format: Article
Language:English
Published: Springer Science and Business Media LLC 2024
Subjects:
General Mathematics
Software
Online Access:https://hdl.handle.net/1721.1/154092

Internet

https://hdl.handle.net/1721.1/154092

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