Solving two-stage robust optimization problems using a column-and-constraint generation method
Solving two-stage robust optimization problems using a column-and-constraint generation method
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DOI：
10.1016/j.orl.2013.05.003
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发表时间：
2013-09-01
影响因子：
1.1
通讯作者：
Zhao, Long
中科院分区：
文献类型：
--
作者：
Zeng, Bo;Zhao, Long
在本文中，我们提出了一种列和约束生成算法，以解决两阶段的强大优化问题。与现有的弯曲器式切割平面方法相比，列和约束生成算法是一种通用程序，采用统一的方法来处理最佳性和可行性。一项关于两阶段鲁棒位置传输问题的计算研究表明，其执行速度更快。 （c）2013 Elsevier B.V.保留所有权利。
In this paper, we present a column-and-constraint generation algorithm to solve two-stage robust optimization problems. Compared with existing Benders-style cutting plane methods, the column-and-constraint generation algorithm is a general procedure with a unified approach to deal with optimality and feasibility. A computational study on a two-stage robust location-transportation problem shows that it performs an order of magnitude faster. (c) 2013 Elsevier B.V. All rights reserved.