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A mixed-integer approximation of robust optimization problems with mixed-integer adjustments

Kronqvist, J; Li, BD; Rolfes, J

Rolfes, J (通讯作者),KTH Royal Inst Technol, Dept Math, Lindtstedtsvagen 25, S-10044 Stockholm, Sweden.

OPTIMIZATION AND ENGINEERING, 2023; ():

Abstract

In the present article we propose a mixed-integer approximation of adjustable-robust optimization problems, that have both, continuous and discrete va......

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