A note on coefficient adjustment using SOS constraints

A note on coefficient adjustment using SOS constraints

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Article ID: iaor20021990
Country: United States
Volume: 49
Issue: 1
Start Page Number: 175
End Page Number: 177
Publication Date: Jan 2001
Journal: Operations Research
Authors:
Keywords: optimization
Abstract:

We examine two coefficient adjustment methods proposed in the literature, and we show by example that the second is not valid. We provide a modified approach that subsumes both methods, generalizing the first and correcting the second.

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