The integer \(L\)-shaped method for stochastic integer programs with complete recourse

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Publication:688927

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DOI10.1016/0167-6377(93)90002-XzbMath0793.90043MaRDI QIDQ688927

François V. Louveaux, Gilbert Laporte

Publication date: 1 November 1993

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

zbMATH Keywords

\(L\)-shaped method branch-and-cut procedure complete recourse stochastic integer programs

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15)

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