Distributionally robust mixed integer linear programs: Persistency models with applications

Distributionally robust mixed integer linear programs: Persistency models with applications

In this paper, we review recent advances in the distributional analysis of mixed integer linear programs with random objective coefficients. Suppose that the probability distribution of the objective coefficients is incompletely specified and characterized through partial moment information. Conic p...

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Bibliographic Details
Main Authors: LI, Xiaobo, NATARAJAN, Karthik, TEO, Chung-Piaw, ZHENG, Zhichao
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2014
Subjects:
Distributionally robust bounds
Mixed integer linear program
Conic program
Operations and Supply Chain Management
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/3629
https://ink.library.smu.edu.sg/context/lkcsb_research/article/4628/viewcontent/Distributionally_robust_mixed_integer_linear_programs__Persistenc.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/lkcsb_research/3629
https://ink.library.smu.edu.sg/context/lkcsb_research/article/4628/viewcontent/Distributionally_robust_mixed_integer_linear_programs__Persistenc.pdf

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