On bridging the gap between stochastic integer programming and MIP solver technologies

DOI10.1287/IJOC.1020.0005zbMATH Open1239.90078OpenAlexW2166961583MaRDI QIDQ2890409FDOQ2890409

Authors: Gyana R. Parija, S. Ahmed, Alan J. King 

Publication date: 8 June 2012

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.1020.0005

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zbMATH Keywords

integer programmingstochastic programmingbranch and bound\texttt{OSLSE}

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15) Integer programming (90C10)

Cited In (8)

• PySP: modeling and solving stochastic programs in Python
• In Memoriam: Shabbir Ahmed (1969–2019)
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• A stochastic multi-stage fixed charge transportation problem: worst-case analysis of the rolling horizon approach
• Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
• Option pricing by mathematical programming†
• On a stochastic sequencing and scheduling problem

Uses Software

• MSLiP

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