A general algorithm for solving two-stage stochastic mixed 0-1 first-stage problems

Computers and Operations Research

Volumn 36, Issue 9, 2009, Pages 2590-2600

  Escudero, L F ^a   Garin M A ^b   Merino, M ^b   Perez G ^b  

^a UNIVERSIDAD REY JUAN CARLOS   (Spain)

^b UNIVERSITY OF THE BASQUE COUNTRY UPV EHU   (Spain)

Author keywords

Benders decomposition; Branch and fix coordination; Nonanticipativity constraints; Splitting variables; Twin node family; Two stage stochastic integer programming

Indexed keywords

DYNAMIC PROGRAMMING; RANDOM PROCESSES;

BENDERS DECOMPOSITION; BRANCH-AND-FIX COORDINATION; NONANTICIPATIVITY CONSTRAINTS; SPLITTING VARIABLES; TWIN NODE FAMILY; TWO-STAGE STOCHASTIC INTEGER PROGRAMMING;

INTEGER PROGRAMMING;

EID: 60649099540     PISSN: 03050548     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cor.2008.11.011     Document Type: Article

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