Exploiting the Structure of Two-Stage Robust Optimization Models with Exponential Scenarios
This paper addresses a class of two-stage robust optimization models with an exponential number of scenarios given implicitly. We apply Dantzig-Wolfe decomposition to exploit the structure of these models and show that the original problem reduces to a single-stage robust problem. We propose a Bende...
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| Format: | Article |
| Language: | English |
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Institute for Operations Research and the Management Sciences (INFORMS),
2021-01-07T18:30:32Z.
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| Online Access: | Get fulltext |