A hierarchy of bounds for stochastic mixed-integer programs.

Burhaneddin Sandikçi Nan Kong Andrew J. Schaefer

Published in: Math. Program. (2013)

Keyphrases

mixed integer program
feasible solution
lower bound
mixed integer
lot sizing
lagrangian relaxation
lower and upper bounds
cutting plane
linear program
upper bound
valid inequalities
worst case
genetic algorithm
tabu search