A note on constraint aggregation and value functions for two-stage stochastic integer programs.

Andrew C. Trapp Oleg A. Prokopyev

Published in: Discret. Optim. (2015)

Keyphrases

integer program
integer programming
linear program
multistage stochastic
column generation
cutting plane
linear programming
aggregation functions
valid inequalities
network flow
np hard
linear constraints
mixed integer
production planning
stochastic optimization
risk averse
global constraints
optimal solution