Two-stage stochastic mixed-integer programs: algorithms and insights (Q3565463)

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scientific article; zbMATH DE number 5716817
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    Two-stage stochastic mixed-integer programs: algorithms and insights
    scientific article; zbMATH DE number 5716817

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      Two-Stage Stochastic Mixed-Integer Programs: Algorithms and Insights (English)
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      4 June 2010
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      two-stage stochastic mixed-integer programs
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      L-shaped method
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      Benders' decomposition
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      branch-and-cut
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      convexification
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      reformulation-linearization technique (RLT)
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      disjunctive programming
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