𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A two-stage stochastic mixed-integer programming approach to

✍ Scribed by Stephen J. Stoyan; Roy H. Kwon


Publisher
Springer US
Year
2009
Tongue
English
Weight
952 KB
Volume
11
Category
Article
ISSN
1389-4420

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A cutting-plane approach to mixed 0–1 st
✍ Claus C. CarΓΈe; JΓΈrgen Tind πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 773 KB

We consider a mixed 0-1 integer programming problem with dual block-angular structure arising in two-stage stochastic programming. A relaxation is proposed such that the problem is decomposed into subproblems each corresponding to the outcomes of the random variable. The convex hull of feasible solu