Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty.
Ward RomeijndersNiels van der LaanPublished in: Oper. Res. (2020)
Keyphrases
- mixed integer
- cutting plane
- cutting plane algorithm
- linear program
- valid inequalities
- feasible solution
- mixed integer linear programming
- mixed integer programming
- convex hull
- integer programming problems
- lot sizing
- mixed integer program
- optimal solution
- continuous variables
- column generation
- integer programming
- lower bound
- bayesian networks
- conditional probabilities
- parameter estimation