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Convex Approximations for Totally Unimodular Integer Recourse Models: A Uniform Error Bound.

Ward RomeijndersMaarten H. van der VlerkWillem K. Klein Haneveld
Published in: SIAM J. Optim. (2015)
Keyphrases
  • error bounds
  • worst case
  • totally unimodular
  • theoretical analysis
  • linear program
  • bayesian framework
  • extreme points
  • probabilistic model
  • upper bound
  • complex systems
  • convex optimization