On multiple simple recourse models |
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Authors: | Maarten H van der Vlerk |
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Institution: | (1) Department of Econometrics & OR, University of Groningen, PO Box 800, 9700, AV, Groningen, The Netherlands |
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Abstract: | We consider multiple simple recourse (MSR) models, both continuous and integer versions, which generalize the corresponding
simple recourse (SR) models by allowing for a refined penalty cost structure for individual shortages and surpluses. It will
be shown that (convex approximations of) such MSR models can be represented as explicitly specified continuous SR models,
and thus can be solved efficiently by existing algorithms.
This research has been made possible by a fellowship of the Royal Netherlands Academy of Arts and Sciences. |
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Keywords: | Simple recourse Integer recourse Convex approximation |
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