SICOpt: Solution approach for nonlinear integer stochastic programming problems (Q1039361)

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SICOpt: Solution approach for nonlinear integer stochastic programming problems
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    SICOpt: Solution approach for nonlinear integer stochastic programming problems (English)
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    27 November 2009
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    stochastic nonlinear integer programming
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    branch-and-bound framework
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    interior point methods
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    warm start
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