Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs

DOI10.1287/IJOC.2020.0970OpenAlexW3092880077MaRDI QIDQ4995100

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Publication date: 23 June 2021

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://www.osti.gov/biblio/1735791

zbMATH Keywords

mixed integer programmingchance-constrained programmingbranch-and-cutscenario decompositionscenario groupingquantile bounds

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Related Items (2)

Chance-Constrained Multiple Bin Packing Problem with an Application to Operating Room Planning ⋮ Lagrange dual bound computation for stochastic service network design

Uses Software

• SIPLIB

Cites Work

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