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math.OC2023
Computing Two-Stage Robust Optimization with Mixed Integer Structures
Wei Wang, Bo Zeng
Mixed integer sets have a strong modeling capacity to describe practical systems. Nevertheless, incorporating a mixed integer set often renders an optimization formulation drastica…
math.OC2022★ 13 cited
Two-Stage Robust Optimization with Decision Dependent Uncertainty
Bo Zeng, Wei Wang
The type of decision dependent uncertainties (DDUs) imposes a great challenge in decision making, while existing methodologies are not sufficient to support many real practices. In…