BBPH: Using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs

Operations Research Letters

Volumn 45, Issue 1, 2017, Pages 34-39

  Barnett, Jason ^a   Watson, Jean Paul ^b   Woodruff, David L ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b SANDIA NATIONAL LABORATORIES   (United States)

Author keywords

Branch and bound; Progressive hedging; Stochastic programming

Indexed keywords

BRANCH AND BOUND METHOD; HEURISTIC PROGRAMMING; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS; TREES (MATHEMATICS);

BRANCH-AND-BOUND ALGORITHMS; COMPUTATIONAL RESULTS; MIXED-INTEGER PROGRAMS; MULTI STAGE; OPTIMAL SOLUTIONS; PROBLEM INSTANCES; PROGRESSIVE HEDGING; SEARCH TREES;

INTEGER PROGRAMMING;

EID: 85005976001     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.orl.2016.11.006     Document Type: Article

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