Two-stage robust mixed integer programming problem with objective uncertainty

Many real problems with uncertain parameters can be modeled as two-stage robust mixed integer programming problems (RMIPs). Due to the complex nature of this kind of problems, this paper focuses on the two-stage RMIPs with objective uncertainty. Based on the results that the augmented Lagrangian is...

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Veröffentlicht in:	Optimization letters Jg. 12; H. 5; S. 959 - 969
1. Verfasser:	Zhang, Ning
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Berlin/Heidelberg Springer Berlin Heidelberg 01.07.2018
Schlagworte:	Computational Intelligence Mathematics Mathematics and Statistics Numerical and Computational Physics Operations Research/Decision Theory Optimization Original Paper Simulation Mixed integer programming Objective uncertainty Two-stage robust optimization Augmented Lagrangian
ISSN:	1862-4472, 1862-4480
Online-Zugang:	Volltext
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