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2000-07-04Buch DOI: 10.18452/8240
A finite branch and bound algorithm for two-stage stochastic integer programs
dc.contributor.authorAhmed, Shabbir
dc.contributor.authorTawarmalani, Mohit
dc.contributor.authorSahinidis, Nikolas V.
dc.contributor.editorHigle, Julie L.
dc.contributor.editorRömisch, Werner
dc.contributor.editorSen, Surrajeet
dc.date.accessioned2017-06-16T19:39:28Z
dc.date.available2017-06-16T19:39:28Z
dc.date.created2006-02-09
dc.date.issued2000-07-04none
dc.date.submitted2000-06-19
dc.identifier.urihttp://edoc.hu-berlin.de/18452/8892
dc.description.abstractThis 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.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.relation.ispartofseriesStochastic Programming E-Print Series - 16, SPEPS
dc.subjectstochastic integer programmingeng
dc.subjectbranch and boundeng
dc.subjectfinite al-gorithmseng
dc.subject.ddc510 Mathematik
dc.titleA finite branch and bound algorithm for two-stage stochastic integer programs
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10057692
dc.identifier.doihttp://dx.doi.org/10.18452/8240
local.edoc.container-titleStochastic Programming E-Print Series
local.edoc.container-titleSPEPS
local.edoc.pages30
local.z-edoc.journal-periodikumAusgabe16,
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2000
local.edoc.container-issue16

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