Simple Integer Recourse Models

Willem K. Klein Haneveld; Leen Stougie; Maarten H. van der Vlerk

edoc-Server der Humboldt-Universität zu Berlin

SPEPS Preprint

Author(s):	Willem K. Klein Haneveld, University of Groningen Leen Stougie, Technical University Eindhoven Maarten H. van der Vlerk, University of Groningen
Title:	Simple Integer Recourse Models – Convexity and Convex Approximations
Date of Acceptance:	10.01.2005
Submission Date:	08.09.2004
Series Title:	Stochastic Programming E-Print Series (SPEPS)
Editors:	Julie L. Higle; Werner Römisch; Surrajeet Sen
Complete Preprint:	pdf (urn:nbn:de:kobv:11-10046346)
Keywords (eng):	Simple integer recourse, convexity, convex approximation
Metadata export: To export the complete metadata set as Endote or Bibtex format please click to the appropriate link.	Endnote Bibtex
print on demand: If you click on this icon you can order a print copy of this publication.
Diese Seite taggen: These icons lead to social bookmarking systems where you can create and manage personal bookmarks and discover bookmakrs of other users.

Abstract (eng):

We consider the objective function of a simple recourse problem with fixed technology matrix and integer second-stage variables. Separability due to the simple recourse structure allows to study a one-dimensional version instead. Based on an explicit formula for the objective function, we derive a complete description of the class of probability density functions such that the objective function is convex. This result is also stated in terms of random variables. Next, we present a class of convex approximations of the function, which are obtained by perturbing the distributions of the right-hand side parameters. We derive a uniform bound on the absolute error of the approximation. Finally, we give a representation of convex simple integer recourse problems as continuous simple recourse problems, so that they can be solved by existing special purpose algorithms.

Access Statistics:

These data concerning access statistics for individual documents have been compiled using the webserver log files aggregated by AWSTATS. They refer to a monthly access count to the full text documents as well as to the entry page.

As for format versions of a document which consist of multiple files (such as HTML) the highest monthly access number to one of the files (chapters) is shown respectivly.

To see the detailled access numbers please move the mouse pointer over the single bars of the digaram.

May
11

Jun
11

Jul
11

Aug
11

Sep
11

Oct
11

Nov
11

Dec
11

Jan
12

Feb
12

Apr
12

May
12

Jun
12

Jul
12

Aug
12

Sep
12

Oct
12

Nov
12

Dec
12

Jan
13

Apr
13

Monat	May 11	Jun 11	Jul 11	Aug 11	Sep 11	Oct 11	Nov 11	Dec 11	Jan 12	Feb 12	Apr 12	May 12	Jun 12	Jul 12	Aug 12	Sep 12	Oct 12	Nov 12	Dec 12	Jan 13	Apr 13
Startseite	3	1	1		1		1	2	5	4	5	1		6	2	2	1			2	1
PDF	5		2	1	2	1	1	2	2		2	4	4	7	2	3	1	9	2	9	9

Gesamtzahl der Zugriffe seit May 2011:

Startseite – 38 (1.81 pro Monat)
PDF – 68 (3.24 pro Monat)

Generated at 20.05.2013, 09:42:23

edoc-Server der Humboldt-Universität zu Berlin • Impressum • edoc@cms.hu-berlin.de • Nutzungsbedingungen • Haftungsausschluss • Statistik