An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects
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Publication:2654324
DOI10.1016/j.ejor.2009.09.027zbMath1178.90255OpenAlexW2018802483MaRDI QIDQ2654324
María Merino, Gloria Pérez, Laureano Fernando Escudero Bueno, María Araceli Garín
Publication date: 15 January 2010
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2009.09.027
stochastic integer programmingbranch-and-fix coordinationsplitting variablestwin node familyNonanticipativity constraints
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