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]

@article{AssavapokeeRAH08,
  title = {Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization},
  author = {Tiravat Assavapokee and Matthew J. Realff and Jane C. Ammons and I-Hsuan Hong},
  year = {2008},
  doi = {10.1016/j.cor.2006.10.013},
  url = {http://dx.doi.org/10.1016/j.cor.2006.10.013},
  tags = {optimization, C++},
  researchr = {https://researchr.org/publication/AssavapokeeRAH08},
  cites = {0},
  citedby = {0},
  journal = {Computers & OR},
  volume = {35},
  number = {6},
  pages = {2093-2102},
}