Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems.
Mehran PoursoltaniErick DelagePublished in: Oper. Res. (2022)
Keyphrases
- robust optimization
- minimization problems
- worst case
- lower bound
- total variation
- mathematical programming
- cutting plane
- upper bound
- low rank
- approximation algorithms
- np hard
- greedy algorithm
- semidefinite programming
- image restoration
- lot sizing
- convex optimization
- computational complexity
- sufficient conditions
- linear combination
- linear programming
- denoising
- special case
- dynamic programming