Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs (Q2452371)

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scientific article; zbMATH DE number 6299310
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    Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs
    scientific article; zbMATH DE number 6299310

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      Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs (English)
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      2 June 2014
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      two-stage stochastic integer programs
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      Gomory cuts
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      \(L\)-shaped method
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      Benders' decomposition
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      lexicographic dual simplex
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      finite convergence
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