2002-05-02Buch DOI: 10.18452/8271
On Multiple Simple Recourse models
We consider multiple simple recourse (MSR) models, both continuous and integer versions, which generalize the corresponding simple recourse (SR) models by allowing for a refined penalty cost structure for individual shortages and surpluses. It will be shown that (convex approximations of) such MSR models can be repre-sented as explicitly specified continuous SR models, and thus can be solved efficiently by existing algorithms.
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