Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach.
Nan KongAndrew J. SchaeferBrady HunsakerPublished in: Math. Program. (2006)
Keyphrases
- integer program
- multistage stochastic
- column generation
- linear program
- stochastic programming
- integer programming
- cutting plane
- network flow
- primal dual
- set covering
- multistage
- portfolio selection
- constraint programming
- monte carlo
- linear programming
- ordering constraints
- genetic algorithm
- valid inequalities
- lp relaxation
- optimal solution