Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models

DOI10.1007/S10479-024-05947-0MaRDI QIDQ6588527zbMATH OpenFDO

Authors Jinxiang Wei, Zhaolin Hu, Jun Luo, Shushang Zhu

Publication date 15 August 2024

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10479-024-05947-0

zbMATH Keywords

branch-and-bound algorithmGaussian mixture modelchance constrained programenhanced strategiesmultiple chance constraints

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)

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