Browsing Volume 2002 by Author "Sen, Suvrajeet"
Now showing items 1-2 of 2
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2002-10-24BuchA branch-and-price algorithm for multi-stage stochastic integer programming with application to stochastic batch-sizing problems Lulli, Guglielmo; Sen, SuvrajeetIn 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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2002-02-21BuchMultistage stochastic convex programs Higle, Julia L.; Sen, SuvrajeetIn this paper, we study alternative primal and dual formulations of multistage stochastic convex programs (SP). The alternative dual problems which can be traced to the alterna-tive primal representations, lead to stochastic ...