Convex approximations for a class of mixed-integer recourse models
AbstractWe consider mixed-integer recourse (MIR) models with a single recourse constraint.We relate the secondstage value function of such problems to the expected simple integer recourse (SIR) shortage function. This allows to construct convex approximations for MIR problems by the same approach used for SIR models.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by University of Groningen, Research Institute SOM (Systems, Organisations and Management) in its series Research Report with number 04A28.
Date of creation: 2004
Date of revision:
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Klein Haneveld, Willem K. & Stougie, Leen & Vlerk, Maarten H. van der, 2004. "Simple Integer Recourse Models: Convexity and Convex Approximations," Research Report 04A21, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Joke Bulthuis).
If references are entirely missing, you can add them using this form.