A branch-and-cut algorithm for two-stage stochastic mixed-binary programs with continuous first-stage variables

International Journal of Computational Science and Engineering

Volumn 3, Issue 3, 2007, Pages 232-241

  Ntaimo, Lewis ^a   Sen, Suvrajeet ^b  

^a Department of Electrical and Computer Engineering   (United States)

^b University of Arizona   (United States)

Author keywords

Branch and bound; Branch and cut; Disjunctive decomposition; Stochastic programming

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; INTEGER PROGRAMMING; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS;

BRANCH AND CUT; BRANCH-AND-CUT ALGORITHMS; CONTINUOUS DOMAIN; DISJUNCTIVE DECOMPOSITION; DISJUNCTIVE PROGRAMMING; FINITE CONVERGENCE; STOCHASTIC MIXED INTEGER PROGRAMMING; VALID INEQUALITY;

BRANCH AND BOUND METHOD;

EID: 49149089526     PISSN: 17427185     EISSN: 17427193     Source Type: Journal    
DOI: 10.1504/IJCSE.2007.017829     Document Type: Article

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