Auflistung Stochastic Programming E-print Series (SPEPS) nach Schlagwort "integer programming"
Anzeige der Publikationen 1-3 von 3
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2002-10-24BuchA branch-and-price algorithm for multi-stage stochastic integer programming with application to stochastic batch-sizing problems In this paper we present a branch-and-price method to solve special structured multi-stage stochastic integer programming problems. We validate our method on two different versions of a multi-stage stochastic batch-sizing ...
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2007-07-04BuchComputations with Disjunctive Cuts for Two-Stage Stochastic Mixed 0-1 Integer Programs Two-stage stochastic mixed-integer programming (SMIP) problems with recourse are generally difficult to solve. This paper presents a first computationalstudy of a disjunctive cutting plane method for stochastic mixed 0-1 ...
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2009-05-22BuchFenchel Decomposition for Stochastic Mixed-IntegerProgramming This paper introduces a new cutting plane method for two-stage stochastic mixed-integer programming (SMIP) called Fenchel decomposition (FD). FD usesa class of valid inequalities termed, FD cuts, which are derived based ...