Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems.
Kavinesh J. SinghAndrew B. PhilpottR. Kevin WoodPublished in: Oper. Res. (2009)
Keyphrases
- planning problems
- multistage stochastic
- dantzig wolfe decomposition
- capacity expansion
- mixed integer programming
- integer program
- cutting plane
- column generation
- integer programming
- set partitioning
- heuristic search
- ai planning
- state space
- domain independent
- linear program
- production planning
- planning domains
- planning systems
- multistage
- portfolio selection
- variational inequalities
- mixed integer
- lagrangian relaxation
- branch and bound
- network flow
- lot sizing
- linear programming
- stochastic programming
- capacity planning
- dynamic programming
- constraint programming
- mathematical programming