Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs.
Manish BansalKuo-Ling HuangSanjay MehrotraPublished in: SIAM J. Optim. (2018)
Keyphrases
- valid inequalities
- mixed integer program
- integer programming
- linear program
- linear programming
- feasible solution
- lagrangian relaxation
- mixed integer
- cutting plane
- column generation
- np hard
- lower bound
- mixed integer programming
- linear programming relaxation
- integer program
- traveling salesman problem
- lot sizing
- worst case
- continuous variables
- optimal solution
- upper bound
- computer vision
- dynamic programming
- binary variables
- decision making