Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints.
Nilay NoyanAndrzej RuszczynskiPublished in: Math. Program. (2008)
Keyphrases
- stochastic dominance
- stochastic programming problems
- valid inequalities
- integer programming
- mixed integer
- traveling salesman problem
- random variables
- linear programming
- lower and upper bounds
- mixed integer programming
- cutting plane
- cutting plane algorithm
- column generation
- mixed integer linear programs
- integer program
- convex hull
- linear programming relaxation
- network design problem
- mixed integer program
- primal dual
- facet defining inequalities
- integer programming formulation
- network flow
- lower bound
- lot sizing
- minimum cost
- combinatorial optimization
- probability distribution