we present a column-and-constraint generation algorithm to solve two-stage robust optimization problems. Compared with existing Benders-style cutting plane methods, the column-and constraint generation algorithm is a general procedure with a unified approach . A computational study on a two-stage robust location-transportation problem shows that it performs an order of magnitude faster.

Filename	Size	Update
Solving two-stage robust optimization problems using a column-and-constraint generation method.pdf	393447	2018-07-06

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