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

DOI10.1287/IJOC.1080.0300zbMATH Open1243.90152OpenAlexW2116334462MaRDI QIDQ2901080FDOQ2901080

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

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zbMATH Keywords

stochastic mixed-integer programmingdisjunctive decomposition

Mathematics Subject Classification ID

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

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