A cutting-plane approach to mixed 0-1 stochastic integer programs
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Publication:1278962
DOI10.1016/S0377-2217(96)00399-2zbMath0921.90123MaRDI QIDQ1278962
Publication date: 27 April 1999
Published in: European Journal of Operational Research (Search for Journal in Brave)
relaxationtwo-stage stochastic programminglift-and-project cutsdual block-angular structuremixed 0--1 integer programming
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Cites Work
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- Stochastic programming with simple integer recourse
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- On structure and stability in stochastic programs with random technology matrix and complete integer recourse
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- Gomory cuts revisited
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- Lagrangean decomposition: A model yielding stronger lagrangean bounds
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- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
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