An algorithm for the construction of convex hulls in simple integer recourse programming

Annals of Operations Research

Volumn 64, Issue , 1996, Pages 67-81

  Klein Haneveld, Willem K ^a   Stougie, Leen ^b   Van Der Vlerk, Maarten H ^c  

^a UNIVERSITY OF GRONINGEN   (Netherlands)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

^c UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 21344470855     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/bf02187641     Document Type: Article

References (8)

1. R.L. Graham, An efficient algorithm for determining the convex hull of a finite planar set, Information Processing Letters 1, 1972, 132-133.
2. W.K. Klein Haneveld, L. Stougie and M.H. van der Vlerk, On the convex hull of the simple integer recourse objective function, Annals of Operations Research 56, 1995, 209-224.
3. W.K. Klein Haneveld, L. Stougie and M.H. van der Vlerk, Some theorems on the convex hull of a function with an application to stochastic integer programming, Discussion Paper TI 94-81, Tinbergen Institute, Amsterdam-Rotterdam, 1994.
4. F.V. Louveaux and M.H. van der Vlerk, Stochastic programming with simple integer recourse, Mathematical Programming 61, 1993, 301-325.
5. R.T. Rockafellar, Convex Analysis, Princeton University Press, Princeton, NJ, 1970.
6. R.T. Rockafellar and R.J-B Wets, Variational Analysis, Springer, Berlin, in preparation.
7. R. Schultz, Continuity and stability in two-stage stochastic integer programming, in Lecture Notes in Economics and Mathematical Systems, vol. 379, K. Marti, ed., Springer, Berlin, 1992, pp. 81-92.
8. M.H. van der Vlerk, Stochastic programming with integer recourse, Ph.D. Thesis, University of Groningen, The Netherlands, 1995.