|edoc-Server der Humboldt-Universität zu Berlin|
Lewis Ntaimo, Texas A&M University|
Suvrajeet Sen, The University of Arizona
|Title:||A branch-and-cut algorithm for two-stage stochastic mixed-binary programs with continuous first-stage variables|
|Date of Acceptance:||27.10.2006|
Stochastic Programming E-Print Series |
|Editors:||Julie L. Higle; Werner Römisch; Surrajeet Sen|
|Complete Preprint:||pdf (urn:nbn:de:kobv:11-10069858)|
|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.|
|This paper presents a branch-and-cut method for two-stage stochastic mixed-integer programming (SMIP) problems with continuous first-stage variables. This method is derived based on disjunctive decomposition (D2) for SMIP, an approach in which disjunctive programming is used to derive valid inequalities for SMIP. The novelty of the proposed method derives from branching on the first-stage continuous domain while the branch-and- bound process is guided by the disjunction variables in the second-stage. Finite convergence of the algorithm for mixed-binary second-stage is established and a numerical example to illustrate the new method is given. Keywords: stochastic programming, disjunctive decomposition, branch-and-bound, branch-and-cut|
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.
Gesamtzahl der Zugriffe seit May 2011: