IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation

DOI10.1016/j.ejor.2010.04.019zbMath1205.90211MaRDI QIDQ992606

Matthew W. Tanner, Lewis Ntaimo

Publication date: 9 September 2010

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2010.04.019

zbMATH Keywords

stochastic programming; branch-and-bound; branch-and-cut; chance constraints; irreducibly infeasible subsystem (IIS)

Mathematics Subject Classification ID

90C57: Polyhedral combinatorics, branch-and-bound, branch-and-cut

90C15: Stochastic programming

92C50: Medical applications (general)

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