A Hybrid Benders' Decomposition Method for Solving Stochastic Constraint Programs with Linear Recourse.
Armagan TarimIan MiguelPublished in: CSCLP (2005)
Keyphrases
- decomposition method
- chance constraints
- decomposition algorithm
- stochastic programming
- linear constraints
- decomposition methods
- chance constrained
- tree decomposition
- equality constraints
- stage stochastic programs
- quadratic programming
- convex quadratic programming
- quadratic program
- stochastic optimization
- stochastic optimization problems
- multistage
- linear inequalities
- set of linear equations
- nonlinear programming
- constraint problems
- integer program
- linear program
- shape decomposition
- integer variables
- combinatorial optimization
- robust optimization
- algebraic equations
- special case
- reinforcement learning