Enhanced cut generation methods for decomposition-based branch and cut for two-stage stochastic mixed-integer programs

DOI10.1287/IJOC.1080.0300MaRDI QIDQ2901080zbMATH OpenOpenAlexFDO

Authors Yang Yuan, Suvrajeet Sen

Publication date 28 July 2012

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

Full work available at URL https://doi.org/10.1287/ijoc.1080.0300

zbMATH Keywords

stochastic mixed-integer programmingdisjunctive decomposition

Mathematics Subject Classification ID

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

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