On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty (Q1026569)
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scientific article; zbMATH DE number 5570705
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| English | On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty |
scientific article; zbMATH DE number 5570705 |
Statements
On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty (English)
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25 June 2009
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multi-period single-source problem
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two-stage stochastic mixed 0-1 programs
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non-anticipativity constraints
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splitting variables
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fix-and-relax coordination
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0.8637255430221558
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0.7670024037361145
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0.7250970005989075
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0.7216735482215881
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0.7179585695266724
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