A heuristic procedure for stochastic integer programs with complete recourse

DOI10.1016/J.EJOR.2004.09.012zbMATH Open1116.90082OpenAlexW2076519685MaRDI QIDQ819082FDOQ819082

Suvrajeet Sen, Guglielmo Lulli

Publication date: 22 March 2006

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2004.09.012

zbMATH Keywords

heuristic algorithmsuccessive approximationstochastic integer programming

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Stochastic programming (90C15) Integer programming (90C10)

Cites Work

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• Postoptimality for multistage stochastic linear programs

Cited In (7)

• Stochastic set packing problem
• On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming
• Cluster Lagrangean decomposition in multistage stochastic optimization
• A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
• BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems
• On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming
• The airline long-haul fleet planning problem: the case of TAP service to/from Brazil

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