A finite branch-and-bound algorithm for two-stage stochastic integer programs

Mathematical Programming

Volumn 100, Issue 2, 2004, Pages 355-377

  Ahmed, Shabbir ^a   Tawarmalani, Mohit ^b   Sahinidis, Nikolaos V ^c  

^a Georgia Institute of Technology   (United States)

^b PURDUE UNIVERSITY   (United States)

^c UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Branch and bound; Finite algorithms; Stochastic integer programming

Indexed keywords

ALGORITHMS; COSTS; FINITE ELEMENT METHOD; FUNCTIONS; MATHEMATICAL MODELS; OPTIMIZATION; PARAMETER ESTIMATION; STOCHASTIC PROGRAMMING;

BRANCH-AND-BOUND; FINITE ALGORITHM; STOCHASTIC LINEAR PROGRAMMING; TWO-STAGE STOCHASTIC PROGRAMS;

INTEGER PROGRAMMING;

EID: 21144438339     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10107-003-0475-6     Document Type: Article

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