Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142646 | Operations Research Letters | 2013 | 5 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Bo Zeng, Long Zhao,