A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (Q403644): Difference between revisions

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Property / author: James R. Luedtke / rank
 
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Latest revision as of 23:54, 8 July 2024

scientific article
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A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
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    A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (English)
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    29 August 2014
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    stochastic programming
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    integer programming
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    chance constraints
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    probabilistic constraints
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    decomposition
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