Cutting plane versus compact formulations for uncertain (integer) linear programs

@article{Fischetti2012CuttingPV,
  title={Cutting plane versus compact formulations for uncertain (integer) linear programs},
  author={Matteo Fischetti and Michele Monaci},
  journal={Math. Program. Comput.},
  year={2012},
  volume={4},
  pages={239-273}
}
Abstract Robustness is about reducing the feasible set of a given nominal optimization problem by cutting “risky” solutions away. To this end, the most popular approach in the literature is to extend the nominal model with a polynomial number of additional variables and constraints, so as to obtain its robust counterpart. Robustness can also be enforced by adding a possibly exponential family of cutting planes, which typically leads to an exponential formulation where cuts have to be generated… CONTINUE READING