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Simplification of recourse models by modification of recourse data

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  • Vlerk, Maarten H. van der

    (Groningen University)

Abstract

We consider modification of the recourse data, consisting of the second-stage parameters and the underlying distribution, as an approximation technique for solving two-stage recourse problems. This approach is applied to several specific classes of recourse problems; in each case, the resulting recourse problem is much easier to solve. Modification of recourse data is shown to be the common principle behind the approximations which were introduced in previous publications.

Suggested Citation

  • Vlerk, Maarten H. van der, 2003. "Simplification of recourse models by modification of recourse data," Research Report 03A01, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    • Handle: RePEc:gro:rugsom:03a01
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    File URL: http://irs.ub.rug.nl/ppn/243941080
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    References listed on IDEAS

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    1. KLEIN HANEVELD, W. K. & STOUGIE, L. & van der VLERK, M. H., 1996. "An algorithm for the construction of convex hulls in simple integer recourse programming," LIDAM Reprints CORE 1215, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Willem Klein Haneveld & Maarten van der Vlerk, 1999. "Stochastic integer programming:General models and algorithms," Annals of Operations Research, Springer, vol. 85(0), pages 39-57, January.
    3. Vlerk, Maarten H. van der, 2002. "Convex approximations for complete integer recourse models," Research Report 02A21, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    4. Vlerk, Maarten H. van der, 2002. "On multiple simple recourse models," Research Report 02A06, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    5. repec:dgr:rugsom:02a21 is not listed on IDEAS
    6. KLEIN HANEVELD, Willem K. & STOUGIE, Leen & VAN der VLERK, M.H., 1995. "On the Convex Hull of the Composition of a Separable and a Linear Function," LIDAM Discussion Papers CORE 1995070, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    7. repec:dgr:rugsom:02a06 is not listed on IDEAS
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    Cited by:

    1. 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).
    2. Vlerk, Maarten H. van der, 2004. "Convex approximations for a class of mixed-integer recourse models," Research Report 04A28, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    3. repec:dgr:rugsom:04a28 is not listed on IDEAS
    4. repec:dgr:rugsom:04a21 is not listed on IDEAS

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