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Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs

✍ Scribed by Lewis Ntaimo; Matthew W. Tanner


Publisher
Springer US
Year
2007
Tongue
English
Weight
300 KB
Volume
41
Category
Article
ISSN
0925-5001

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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