A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models

DOI10.1007/s10107-020-01559-1zbMath1478.90071OpenAlexW3084272360MaRDI QIDQ2235163

Niels van der Laan, Ward Romeijnders

Publication date: 20 October 2021

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

Full work available at URL: https://doi.org/10.1007/s10107-020-01559-1

zbMATH Keywords

stochastic programmingerror boundsconvex approximationsmixed integer recourse

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15)

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