A Scalable Bounding Method for Multistage Stochastic Programs
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Publication:5348474
DOI10.1137/16M1075594zbMath1372.49039OpenAlexW2746381058WikidataQ57428037 ScholiaQ57428037MaRDI QIDQ5348474
Burhaneddin Sandıkçı, Osman Y. Özaltın
Publication date: 18 August 2017
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1075594
Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Mixed integer programming (90C11) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Combinatorial optimization (90C27) Parallel algorithms in computer science (68W10) Decomposition methods (49M27)
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