L-shaped decomposition of two-stage stochastic programs with integer recourse

DOI10.1007/BF02680570zbMath0920.90107MaRDI QIDQ1290673

Jørgen Tind, Claus C. Carøe

Publication date: 3 June 1999

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

convergence; branch-and-bound; cutting plane; generalized Benders decomposition; two-stage stochastic programming; integer recourse; L-shaped method; general duality theory

Mathematics Subject Classification ID

90C10: Integer programming

90C15: Stochastic programming

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