two-stage robust optimization

  我们提出了一种列和约束生成算法来解决两阶段鲁棒优化问题。 与现有的Benders式切割平面方法相比，柱式和约束生成算法是一种通用的程序，采用统一的方法来处理最优性和可行性。 对两阶段稳健位置传输问题的计算研究表明，它的执行速度提高了一个数量级。(we present a column-and-constraint generation algorithm to solve two-stage robust optimization problems. Compared with existing Benders-style cutting plane methods, the column-and constraint generation algorithm is a general procedure with a unified approach . A computational study on a two-stage robust location-transportation problem shows that it performs an order of magnitude faster.)

Solving two-stage robust optimization problems using a column-and-constraint generation method.pdf, 393447 , 2018-07-06