A finite -convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables
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Publication:2010099
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Cites work
- scientific article; zbMATH DE number 5066287 (Why is no real title available?)
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Cited in
(10)- An algorithm for two-stage stochastic mixed-integer nonlinear convex problems
- A solution algorithm for chance-constrained problems with integer second-stage recourse decisions
- Scalable branching on dual decomposition of stochastic mixed-integer programming problems
- Adjustable robust optimization with objective uncertainty
- A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions
- Nonconvex generalized Benders decomposition for stochastic separable mixed-integer nonlinear programs
- A scalable global optimization algorithm for stochastic nonlinear programs
- Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation
- A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables
- Solving a class of two-stage stochastic nonlinear integer programs using value functions
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