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Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector.

E. Ruben van BeestenWard Romeijnders
Published in: Oper. Res. Lett. (2022)
Keyphrases
  • error bounds
  • mixed integer
  • convex hull
  • linear program
  • probabilistic model
  • worst case
  • theoretical analysis
  • complex systems
  • multistage
  • lot sizing
  • search algorithm
  • lower bound
  • special case