Two-stage quadratic integer programs with stochastic right-hand sides

DOI10.1007/s10107-010-0412-4zbMath1257.90063MaRDI QIDQ431020

Andrew J. Schaefer, Oleg A. Prokopyev, Osman Y. Özaltın

Publication date: 26 June 2012

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-010-0412-4

zbMATH Keywords

integer programming; stochastic integer programming; value functions

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

90C20: Quadratic programming

90C31: Sensitivity, stability, parametric optimization

90C15: Stochastic programming

Related Items

Bilevel Quadratic Fractional/Quadratic Problem, Exact solution approach for a class of nonlinear bilevel knapsack problems, A note on constraint aggregation and value functions for two-stage stochastic integer programs

Uses Software

• Knapsack

Cites Work

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