L-shaped decomposition of two-stage stochastic programs with integer recourse.

Claus C. Carøe Jørgen Tind

Published in: Math. Program. (1998)

Keyphrases

haar transform
multistage
decomposition method
stage stochastic programs
linear program
linear programming
data structure
multi agent
image processing
stochastic programming
decomposition algorithm
image decomposition
hierarchical decomposition
binary matrix
integer valued
feature selection
data mining