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On multiple simple recourse models

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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.

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Authors and Affiliations

  1. Department of Econometrics & OR, University of Groningen, PO Box 800, 9700, AV, Groningen, The Netherlands

    Maarten H. van der Vlerk

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  1. Maarten H. van der Vlerk
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Correspondence to Maarten H. van der Vlerk.

Additional information

This research has been made possible by a fellowship of the Royal Netherlands Academy of Arts and Sciences.

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Vlerk, M.H.v.d. On multiple simple recourse models. Math Meth Oper Res 62, 225–242 (2005). https://doi.org/10.1007/s00186-005-0021-9

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  • DOI: https://doi.org/10.1007/s00186-005-0021-9

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