On multiple simple recourse models

Maarten H. van der Vlerk
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Maarten H. van der Vlerk: Groningen University

No 02A06, Research Report from University of Groningen, Research Institute SOM (Systems, Organisations and Management)

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.

Date: 2002
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