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A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound.
Ward Romeijnders
Rüdiger Schultz
Maarten H. van der Vlerk
Willem K. Klein Haneveld
Published in:
SIAM J. Optim. (2016)
Keyphrases
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error bounds
mixed integer
theoretical analysis
linear program
convex hull
worst case
complex systems
benders decomposition
lot sizing
feature space
active learning
probabilistic model
approximation algorithms
continuous relaxation