A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models.

Niels van der Laan Ward Romeijnders

Published in: Math. Program. (2021)

Keyphrases

decomposition algorithm
mixed integer
decomposition method
benders decomposition
linear program
quadratic program
probabilistic model
convex hull
lot sizing
machine learning
model selection
complex systems
continuous variables
mixed integer programming