2-Stage Robust MILP with continuous

We solve a linear robust problem with mixed-integer first-stage variables and continuous second stage variables. We consider column wise uncertainty. We first focus on a problem with right hand-side uncertainty which satisfies a "full recourse property " and a specific definition of the uncertainty. We propose a solution based on a generation constraint algorithm. Then we give several generalizations of the approach: for left-hand side uncertainty, for the cases where the "full recourse property " is not satisfied and for uncertainty sets defined by a polytope.