Convex approximations for a class of mixed-integer recourse models

被引：0
|
作者：
Maarten H. Van der Vlerk
机构：
[1] University of Groningen,Department of Operations
来源：
Annals of Operations Research | 2010年 / 177卷
关键词：
Mixed-integer recourse; Convex approximation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We consider mixed-integer recourse (MIR) models with a single recourse constraint. We relate the second-stage value function of such problems to the expected simple integer recourse (SIR) shortage function. This allows to construct convex approximations for MIR problems by the same approach used for SIR models.
引用
收藏
页码：139 / 150
页数：11
相关论文
共 50 条
  • [1] Convex approximations for a class of mixed-integer recourse models
    Van der Vlerk, Maarten H.
    [J]. ANNALS OF OPERATIONS RESEARCH, 2010, 177 (01) : 139 - 150
  • [2] Convex approximations of two-stage risk-averse mixed-integer recourse models
    van Beesten, E. Ruben
    Romeijnders, Ward
    Roodbergen, Kees Jan
    [J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2024, 88 (01) : 313 - 347
  • [3] Convex approximations of two-stage risk-averse mixed-integer recourse models
    E. Ruben van Beesten
    Ward Romeijnders
    Kees Jan Roodbergen
    [J]. Computational Optimization and Applications, 2024, 88 : 313 - 347
  • [4] Convex approximations for complete integer recourse models
    Maarten H. van der Vlerk
    [J]. Mathematical Programming, 2004, 99 : 297 - 310
  • [5] Convex approximations for complete integer recourse models
    van der Vlerk, MH
    [J]. MATHEMATICAL PROGRAMMING, 2004, 99 (02) : 297 - 310
  • [6] Simple integer recourse models: convexity and convex approximations
    Willem K. Klein Haneveld
    Leen Stougie
    Maarten H. van der Vlerk
    [J]. Mathematical Programming, 2006, 108 : 435 - 473
  • [7] Erratum to: Convex approximations for complete integer recourse models
    Maarten H. Van der Vlerk
    [J]. Mathematical Programming, 2013, 141 : 601 - 602
  • [8] Simple integer recourse models: convexity and convex approximations
    Klein Haneveld, Willem K.
    Stougie, Leen
    van der Vlerk, Maarten H.
    [J]. MATHEMATICAL PROGRAMMING, 2006, 108 (2-3) : 435 - 473
  • [9] Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
    E. Ruben van Beesten
    Ward Romeijnders
    [J]. Mathematical Programming, 2020, 181 : 473 - 507
  • [10] Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
    van Beesten, E. Ruben
    Romeijnders, Ward
    [J]. MATHEMATICAL PROGRAMMING, 2020, 181 (02) : 473 - 507
12345