A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization
In this paper, we study the performance of static solutions for two-stage adjustable robust linear optimization problems with uncertain constraint and objective coefficients and give a tight characterization of the adaptivity gap. Computing an optimal adjustable robust optimization problem is often...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer Berlin Heidelberg,
2016-06-30T20:38:29Z.
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| Subjects: | |
| Online Access: | Get fulltext |