Solving mixed-integer robust optimization problems with interval uncertainty using Benders decomposition.
Sauleh SiddiquiSteven A. GabrielShapour AzarmPublished in: J. Oper. Res. Soc. (2015)
Keyphrases
- benders decomposition
- mixed integer
- robust optimization
- lot sizing
- network design problem
- exact algorithms
- mixed integer programming
- linear program
- mathematical programming
- nonlinear programming
- cutting plane
- multistage
- linear programming
- feasible solution
- continuous variables
- combinatorial optimization
- lp relaxation
- optimal solution
- convex hull
- optimization problems
- valid inequalities
- exact solution
- lead time
- lower bound