scientific article; zbMATH DE number 2050725

MaRDI QIDQ4452916zbMATH OpenFDO

Authors Suvrajeet Sen, Julia L. Higle, Lewis Ntaimo

Publication date 7 March 2004

zbMATH Keywords

common cut coefficientsset convexification disjunctive decomposition

Mathematics Subject Classification ID

Stochastic programming (90C15) Mixed integer programming (90C11) Decomposition methods (49M27)

Recommendations

• The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
• Decomposition methods in stochastic programming
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Cited in

(5)

• A comparative study of decomposition algorithms for stochastic combinatorial optimization
• Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
• Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs
• The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming
• Fenchel decomposition for stochastic mixed-integer programming

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