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When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
Adjustable robust optimization (ARO) generally produces better worst-case solutions than static robust optimization (RO). However, ARO is computationally more difficult than RO. In this paper, we provide conditions under which the worst-case objective values of ARO and RO problems are equal. We prov...
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| Publicado no: | Math Program |
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| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Springer Berlin Heidelberg
2017
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6435025/ https://ncbi.nlm.nih.gov/pubmed/30996478 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10107-017-1166-z |
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