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Title of Journal: Math Program

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Abbravation: Mathematical Programming

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Springer-Verlag

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DOI

10.1007/s00503-009-1805-4

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1436-4646

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Simple integer recourse models convexity and conv

Authors: Willem K Klein Haneveld Leen Stougie Maarten H van der Vlerk
Publish Date: 2006/04/25
Volume: 108, Issue: 2-3, Pages: 435-473
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Abstract

Next we present a class of convex approximations of the objective function which are obtained by perturbing the distributions of the righthand side parameters We derive a uniform bound on the absolute error of the approximation Finally we give a representation of convex simple integer recourse problems as continuous simple recourse problems so that they can be solved by existing special purpose algorithms

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