Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs (Q2452371): Difference between revisions

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Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs
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    Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs (English)
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    2 June 2014
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    two-stage stochastic integer programs
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    Gomory cuts
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    \(L\)-shaped method
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    Benders' decomposition
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    lexicographic dual simplex
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    finite convergence
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