Browsing by Author "Nemhauser, George L."

Now showing items 1-2 of 2

2004-02-21Buch

A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem

Guan, Yongpei; Ahmed, Shabbir; Nemhauser, George L.

This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical $(\mathcal{l}, S)$ inequalities for the deterministic ...
2006-11-21Buch

Cutting planes for multi-stage stochastic integer programs

Guan, Yongpei; Ahmed, Shabbir; Nemhauser, George L.

This paper addresses the problem of finding cutting planes for multi-stage stochastic integer programs.We give a general method for generating cutting planes for multi-stage stochastic integer programs basedon combining ...