Browsing Volume 2005 by Subject "convex approximation"

Now showing items 1-2 of 2

2005-04-11Buch

Convex approximations for a class of mixed-integer recourse models

Vlerk, Maarten H. van der

We consider mixed-integer recourse (MIR) models with a single recourse constraint. We relate the second-stage value function of such problems to the expected simple integer recourse (SIR) shortage function. This allows to ...
2005-01-10Buch

Simple Integer Recourse Models

Convexity and Convex Approximations

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

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 ...