Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints.
Martin BrandaPublished in: Optim. Lett. (2014)
Keyphrases
- mixed integer
- stochastic programming problems
- linear program
- mixed integer program
- lot sizing
- feasible solution
- convex hull
- mixed integer programming
- valid inequalities
- benders decomposition
- linear programming problems
- optimal solution
- cutting plane
- network design problem
- continuous relaxation
- linear programming
- multistage
- sample size
- quadratic program
- continuous variables
- integer variables
- lagrangian relaxation
- lagrangian heuristic
- convex sets
- semi supervised
- probabilistic model
- approximation algorithms
- particle swarm optimization
- graphical models