Simple integer recourse models: convexity and convex approximations [PDF]
Mathematical Programming, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Leen Stougie +2 more
exaly +13 more sources
Pragmatic Distributionally Robust Optimization for Simple Integer Recourse Models [PDF]
SIAM Journal on Optimization, 2022 Inspired by its success for their continuous counterparts, the standard approach to deal with mixed-integer recourse (MIR) models under distributional uncertainty is to use distributionally robust optimization (DRO). We argue, however, that this modeling choice is not always justified, since DRO techniques are generally computationally extremely ...
David Morton +2 more
exaly +12 more sources
On the expected value function of a simple integer recourse problem with random technology matrix [PDF]
Journal of Computational and Applied Mathematics, 1994 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Maarten H van der Vlerk
exaly +6 more sources
Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations [PDF]
Computational Management Science, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ward Romeijnders +2 more
exaly +10 more sources
An Interactive Fuzzy Satisficing Method for Multiobjective Stochastic Integer Programming with Simple Recourse [PDF]
Applied Mathematics, 2012 This paper considers multiobjective integer programming problems involving random variables in constraints. Using the concept of simple recourse, the formulated multiobjective stochastic simple recourse problems are transformed into deterministic ones. For solving transformed deterministic problems efficiently, we also introduce genetic algorithms with
Masatoshi Sakawa, Takeshi Matsui
exaly +3 more sources
Journal of Japan Society for Fuzzy Theory and Intelligent Informatics, 2010 Jun Imaizumi +2 more
exaly +4 more sources
Distributionally robust simple integer recourse with mean-MAD ambiguity set [PDF]
Annals of Operations ResearchAbstract We consider a two-stage distributionally robust simple integer recourse (DR-SIR) model with a mean-MAD ambiguity set. By leveraging infinite-dimensional linear programming duality and complementary slackness, we identify the worst-case distribution for every first-stage decision.
Jinting Lin, Ward Romeijnders
openaire +2 more sources
Correction: Distributionally robust simple integer recourse with mean-MAD ambiguity set [PDF]
Annals of Operations ResearchSeveral typesetting and formatting errors were introduced during proofing and have now been corrected. The original article has been corrected.
Jinting Lin, Ward Romeijnders
openaire +2 more sources
Multi-sourcing under supply uncertainty and Buyer's risk aversion
EURO Journal on Computational Optimization, 2021 We address the combined problem of supplier (or vendor) selection and ordering decision when a buyer can choose to procure from multiple suppliers whose yields are uncertain and potentially correlated.
Prashant Chintapalli
doaj +1 more source
An Interactive Fuzzy Satisficing Method for Multiobjective Stochastic Integer Programming Problems through Simple Recourse Model [PDF]
Proceedings of the Fuzzy System Symposium, 2010 Two major approaches to deal with randomness or impression involved in mathematical programming problems have been developed. The one is called stochastic programming, and the other is called fuzzy programming. In this paper, we focus on multiobjective integer programming problems involving random variable coefficients in constraints. Using the concept
Sakawa, Masatoshi +3 more
openaire +1 more source