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
DOI10.1007/S10898-019-00820-YzbMATH Open1432.90095OpenAlexW2969792467MaRDI QIDQ2010099FDOQ2010099
Publication date: 3 December 2019
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-019-00820-y
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Cited In (7)
- An algorithm for two-stage stochastic mixed-integer nonlinear convex problems
- Scalable branching on dual decomposition of stochastic mixed-integer programming problems
- Adjustable robust optimization with objective uncertainty
- 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
- A solution algorithm for chance-constrained problems with integer second-stage recourse decisions
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