Postoptimality for mean-risk stochastic mixed-integer programs and its application.

Zhiping Chen Feng Zhang Li Yang

Published in: Math. Methods Oper. Res. (2011)

Keyphrases

mixed integer program
feasible solution
mixed integer
lot sizing
cutting plane
linear program
lagrangian relaxation
valid inequalities
decision making
objective function
dynamic programming
integer programming
continuous variables
mixed integer programming