L-shaped decomposition of two-stage stochastic programs with integer recourse (Q1290673)
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scientific article; zbMATH DE number 1294719
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| English | L-shaped decomposition of two-stage stochastic programs with integer recourse |
scientific article; zbMATH DE number 1294719 |
Statements
L-shaped decomposition of two-stage stochastic programs with integer recourse (English)
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3 June 1999
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two-stage stochastic programming
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integer recourse
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L-shaped method
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generalized Benders decomposition
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general duality theory
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convergence
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cutting plane
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branch-and-bound
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0.9294978
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0.9208516
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0.9202154
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0.90831697
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0.9082959
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0.9076337
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0.90378773
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0.9026313
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