A cutting-plane approach to mixed 0β1 st
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Claus C. CarΓΈe; JΓΈrgen Tind
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Article
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1997
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Elsevier Science
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English
β 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