A dynamic programming appro ach for a class of robust optimization problems

SIAM Journal on Optimization

Volumn 26, Issue 3, 2016, Pages 1799-1823

  Agra, Agostinho ^a   Santos, Marcio Costa ^b   Nace, Dritan ^b   Poss, Michael ^c  

^a UNIVERSITY OF AVEIRO   (Portugal)

^b UNIVERSITÉ DE TECHNOLOGIE DE COMPIÈGNE   (France)

^c LIRMM   (France)

Author keywords

Budgeted uncertainty; Dynamic programming; FPTAS; Robust optimization; Row andcolumn generation

Indexed keywords

APPROXIMATION ALGORITHMS; BUDGET CONTROL; EMBEDDED SYSTEMS; INTEGER PROGRAMMING; OPTIMIZATION; POLYNOMIAL APPROXIMATION; TRAVELING SALESMAN PROBLEM;

BUDGETED UNCERTAINTY; DYNAMIC PROGRAMMING ALGORITHM; FPTAS; FULLY POLYNOMIAL TIME APPROXIMATION SCHEMES; MIXED INTEGER LINEAR PROGRAMMING; ROBUST OPTIMIZATION; ROW-ANDCOLUMN GENERATION; TRAVELING SALESMAN PROBLEM WITH TIME WINDOWS;

DYNAMIC PROGRAMMING;

EID: 84990842009     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/15M1007070     Document Type: Article

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