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On multiple simple recourse models

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  • Maarten Vlerk

Abstract

We consider multiple simple recourse (MSR) models, both continuous and integer versions, which generalize the corresponding simple recourse (SR) models by allowing for a refined penalty cost structure for individual shortages and surpluses. It will be shown that (convex approximations of) such MSR models can be represented as explicitly specified continuous SR models, and thus can be solved efficiently by existing algorithms. Copyright Springer-Verlag Berlin Heidelberg 2005

Suggested Citation

  • Maarten Vlerk, 2005. "On multiple simple recourse models," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 62(2), pages 225-242, November.
    • Handle: RePEc:spr:mathme:v:62:y:2005:i:2:p:225-242
    DOI: 10.1007/s00186-005-0021-9
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    References listed on IDEAS

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    1. KLEIN HANEVELD, W. K. & STOUGIE, L. & van der VLERK, M. H., 1996. "An algorithm for the construction of convex hulls in simple integer recourse programming," LIDAM Reprints CORE 1215, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Dupacova, Jitka & Gaivoronski, Alexei & Kos, Zdenek & Szantai, Tamas, 1991. "Stochastic programming in water management: A case study and a comparison of solution techniques," European Journal of Operational Research, Elsevier, vol. 52(1), pages 28-44, May.
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