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When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
Adjustable robust optimization (ARO) generally produces better worst-case solutions than static robust optimization (RO). However, ARO is computationally more difficult than RO. In this paper, we provide conditions under which the worst-case objective values of ARO and RO problems are equal. We prov...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2017
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6435025/ https://www.ncbi.nlm.nih.gov/pubmed/30996478 http://dx.doi.org/10.1007/s10107-017-1166-z |