An algorithm for two-stage stochastic mixed-integer nonlinear convex problems.
Eugenio MijangosPublished in: Ann. Oper. Res. (2015)
Keyphrases
- mixed integer
- convex hull
- quadratic program
- optimal solution
- dynamic programming
- linear program
- global optimization problems
- mixed integer programming
- piecewise linear
- objective function
- network flow problem
- expectation maximization
- learning algorithm
- linear programming
- computational complexity
- benchmark problems
- network design problem
- computationally efficient
- continuous relaxation
- cutting plane
- search space
- probabilistic model
- mathematical model
- particle swarm optimization
- np hard
- higher dimensional
- convex optimization
- linear programming problems
- data points
- search algorithm