Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure

DOI10.1016/j.cor.2014.12.011zbMath1348.90499OpenAlexW2042904463MaRDI QIDQ337541

Lewis Ntaimo, Saravanan Venkatachalam, Eric Beier, Luca Corolli

Publication date: 10 November 2016

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2014.12.011

zbMATH Keywords

stochastic programminginteger programmingscenario decompositionFD cutsspecial structure

Mathematics Subject Classification ID

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

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Uses Software

• CPLEX

Cites Work

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