A finite branch and bound algorithm for two-stage stochastic integer programs

Shabbir Ahmed; Mohit Tawarmalani; Nikolas V. Sahinidis

edoc-Server der Humboldt-Universität zu Berlin

SPEPS Preprint

Author(s):	Shabbir Ahmed, Department of Mechanical and Industrial Engineering, University of Illinois Mohit Tawarmalani, Department of Mechanical and Industrial Engineering, University of Illinois Nikolas V. Sahinidis, Department of Chemical Engineering, University of Illinois
Title:	A finite branch and bound algorithm for two-stage stochastic integer programs
Date of Acceptance:	04.07.2000
Submission Date:	19.06.2000
Series Title:	Stochastic Programming E-Print Series (SPEPS)
Editors:	Julie L. Higle; Werner Römisch; Surrajeet Sen
Complete Preprint:	pdf (urn:nbn:de:kobv:11-10057692)
Keywords (eng):	stochastic integer programming, branch and bound, finite al-gorithms
Metadata export: To export the complete metadata set as Endote or Bibtex format please click to the appropriate link.	Endnote Bibtex
print on demand: If you click on this icon you can order a print copy of this publication.
Diese Seite taggen: These icons lead to social bookmarking systems where you can create and manage personal bookmarks and discover bookmakrs of other users.

Abstract (eng):

This paper addresses a general class of two-stage stochastic programs with integer recourse and discrete distributions. We exploit the structure of the value function of the second stage integer problem to develop a novel global optimization algorithm. The proposed scheme departs from those in the current literature in that it avoids explicit enumeration of the search space while guaranteeing finite termination. Our computational results indicate superior performance of the proposed algorithm in comparison to the existing literature.

Access Statistics:

These data concerning access statistics for individual documents have been compiled using the webserver log files aggregated by AWSTATS. They refer to a monthly access count to the full text documents as well as to the entry page.

As for format versions of a document which consist of multiple files (such as HTML) the highest monthly access number to one of the files (chapters) is shown respectivly.

To see the detailled access numbers please move the mouse pointer over the single bars of the digaram.

Jun
11

Jul
11

Aug
11

Nov
11

Dec
11

Jan
12

Feb
12

Apr
12

May
12

Jun
12

Jul
12

Aug
12

Sep
12

Oct
12

Nov
12

Dec
12

Jan
13

Feb
13

Mar
13

Apr
13

May
13

Monat	Jun 11	Jul 11	Aug 11	Nov 11	Dec 11	Jan 12	Feb 12	Apr 12	May 12	Jun 12	Jul 12	Aug 12	Sep 12	Oct 12	Nov 12	Dec 12	Jan 13	Feb 13	Mar 13	Apr 13	May 13
Startseite	1	1		1	3	3	1	1	1	2								1			2
PDF	1	7	1		5	1	1	4	1	18	3	1	1	1	3	2	4	15	14	17	19

Gesamtzahl der Zugriffe seit Jun 2011:

Startseite – 17 (0.81 pro Monat)
PDF – 119 (5.67 pro Monat)

Generated at 19.06.2013, 02:01:42

edoc-Server der Humboldt-Universität zu Berlin • Impressum • edoc@cms.hu-berlin.de • Nutzungsbedingungen • Haftungsausschluss • Statistik