Assessing the Quality of Convex Approximations for Two-Stage Totally Unimodular Integer Recourse Models
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DOI: 10.1287/ijoc.2016.0725
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References listed on IDEAS
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Cited by:
- Niels Laan & Ward Romeijnders & Maarten H. Vlerk, 2018. "Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations," Computational Management Science, Springer, vol. 15(3), pages 325-349, October.
- David P. Morton & Ward Romeijnders & Rüdiger Schultz & Leen Stougie, 2018. "The stochastic programming heritage of Maarten van der Vlerk," Computational Management Science, Springer, vol. 15(3), pages 319-323, October.
- Manish Bansal & Yingqiu Zhang, 2021. "Scenario-based cuts for structured two-stage stochastic and distributionally robust p-order conic mixed integer programs," Journal of Global Optimization, Springer, vol. 81(2), pages 391-433, October.
- Postek, Krzysztof & Romeijnders, Ward & den Hertog, Dick & van der Vlerk, Maarten H., 2019. "An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information," European Journal of Operational Research, Elsevier, vol. 274(2), pages 432-444.
- Weijun Xie & Shabbir Ahmed, 2018. "Distributionally robust simple integer recourse," Computational Management Science, Springer, vol. 15(3), pages 351-367, October.
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Keywords
stochastic programming; integer recourse; convex approximations; sampling methods;All these keywords.
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