Two-stage Robust Optimization Problems

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“Robust Location-transportation problem” case in “Solving Two-stage Robust Optimization Problems by A Constraint-and-Column Generation Method” with GAMS.This paper proposed a constraint-and-column generation procedure to handle the 2-stage robust optimization problem. The whole method is implemented in a master-subproblem framework. The Master problem aims to find a Lower bound of the whole problem, while subproblem aims to generation worst scenarios and get Up bounds of the problem. Section 3 of this paper illustrated the Constraint-and-Column Generation Method. The problem is: I don’t understand the contact between the Subproblem and the Masterproblem, especially in the case study.

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