Cell-and-bound algorithm for chance constrained programs with discrete distributions
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Publication:1753452
DOI10.1016/j.ejor.2017.01.046zbMath1403.90543OpenAlexW2583396165MaRDI QIDQ1753452
Baiyi Wu, Xueting Cui, Xiao Jin Zheng
Publication date: 29 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.01.046
global optimizationdiscrete distributioncell enumerationpolynomially solvablechance constrained program
Mixed integer programming (90C11) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)
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