Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty

DOI10.1287/opre.2019.1905zbMath1457.90101OpenAlexW2991962634MaRDI QIDQ3387962

Niels van der Laan, Ward Romeijnders

Publication date: 8 January 2021

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://research.rug.nl/en/publications/pseudovalid-cutting-planes-for-twostage-mixedinteger-stochastic-programs-with-righthandside-uncertainty(5e61c2d6-63f5-4a3d-93af-1842236ee98d).html

zbMATH Keywords

stochastic programminginteger programmingconvex approximationscutting plane techniques

Mathematics Subject Classification ID

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

Related Items (1)

A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models

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