Reformulation versus cutting-planes for robust optimization
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems,Management Information Systems
Link
http://link.springer.com/content/pdf/10.1007/s10287-015-0236-z.pdf
Reference20 articles.
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3. Ben-Tal A, Nemirovski A (2000) Robust solutions of linear programming problems contaminated with uncertain data. Math Program 88:411–424
4. Bertsimas D, Brown DB, Caramanis C (2011) Theory and applications of robust optimization. SIAM Rev 53(3):464–501
5. Bertsimas D, Sim M (2004) The price of robustness. Oper Res 52(1):35–53
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