A New Mixed Integer Formulation for the Maximum Regret Problem Journal Article uri icon

Overview

abstract

  • The minimax regret solution to a linear program with interval objective function coefficients can be found using an algorithm that, at each iteration, solves a linear program to generate a candidate solution and a mixed integer program to find the corresponding maximum regret. This paper presents a new formulation for the latter problem that exploits the piecewise linear structure of the cost coefficients. Computational results indicate that this yields a stronger formulation than the previous approach.

publication date

  • September 1, 1998

has restriction

  • closed

Date in CU Experts

  • June 14, 2014 2:27 AM

Full Author List

  • Mausser HE; Laguna M

author count

  • 2

Other Profiles

International Standard Serial Number (ISSN)

  • 0969-6016

Electronic International Standard Serial Number (EISSN)

  • 1475-3995

Additional Document Info

start page

  • 389

end page

  • 403

volume

  • 5

issue

  • 5