Title:
two-stage robust optimization
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- matlab
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- File Size:
- 328kb
- Update:
- 2018-08-26
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- 熊二之父
Description: we present a column-and-constraint generation algorithm to solve two-stage robust optimization problems. Compared with existing Benders-style cutting plane methods, the column-and constraint generation algorithm is a general procedure with a unified approach . A computational study on a two-stage robust location-transportation problem shows that it performs an order of magnitude faster.
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| Filename | Size | Date |
|---|
| Solving two-stage robust optimization problems using a column-and-constraint generation method.pdf | 393447 | 2018-07-06 |
