Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization

Tiravat Assavapokee, Matthew J. Realff, Jane C. Ammons, I-Hsuan Hong. Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization. Computers & OR, 35(6):2093-2102, 2008. [doi]

Authors

Tiravat Assavapokee

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Matthew J. Realff

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Jane C. Ammons

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I-Hsuan Hong

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