Linear decision rule: adapt more historical data, but objective are not monotonically increasing/decreasing

XiongPengNUS / rsome

Robust Stochastic Optimization Made Easy

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Linear decision rule: adapt more historical data, but objective are not monotonically increasing/decreasing #51

Closed my-hub30 closed 7 months ago

my-hub30 commented 1 year ago

Hello friends: I'm using RSOME to solve an optimization model. Linear decision rule is also used. Generally, when 2nd-stage variable is adapted to more uncertainty data, the results are expected to be better. However, based on my results, the results show up and down as I increase the number of uncertainty data in adaptation. Could anyone explain about it? Or where am I wrong? Thank you!

XiongPengNUS commented 1 year ago

Hi @my-hub30 Can you provide the code for a small case?