Assessing the quality of convex approximations for two-stage totally unimodular integer recourse models

Authors :: Romeijnders, Ward
Morton, David P.
van der Vlerk, Maarten H.
Source :: INFORMS Journal on Computing. Spring, 2017, Vol. 29 Issue 2, p211, 21 p.
Publication Year :: 2017
Abstract: Abstract. We consider two types of convex approximations of two-stage totally unimodular integer recourse models. Although worst-case error bounds are available for these approximations, their actual performance has not yet [...]

Subjects :: Statistical sampling -- Methods
Stochastic programming -- Methods
Approximation theory -- Methods
Mathematical optimization -- Research
Computers
Science and technology

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