The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming

DOI10.1007/s10107-016-1006-6zbMath1356.90098OpenAlexW2339696208MaRDI QIDQ507318

Yunwei Qi, Suvrajeet Sen

Publication date: 3 February 2017

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

Full work available at URL: https://doi.org/10.1007/s10107-016-1006-6

zbMATH Keywords

Benders' decompositioncutting plane tree algorithmmulti-term disjunctive cuttwo-stage stochastic mixed-integer programs

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Integer programming (90C10) Stochastic programming (90C15)

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