On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables.
Hanif D. SheraliXiaomei ZhuPublished in: Math. Program. (2006)
Keyphrases
- mixed integer
- continuous variables
- discrete variables
- linear programming problems
- global optimization problems
- mixed integer program
- integer variables
- continuous relaxation
- network flow problem
- quadratic program
- binary variables
- bayesian networks
- benders decomposition
- linear program
- mixed integer programming
- network design problem
- optimal solution
- valid inequalities
- convex hull
- dynamic systems
- lot sizing
- feasible solution
- cutting plane
- structure learning
- hidden variables
- combinatorial optimization
- computationally expensive
- random variables
- knapsack problem
- linear programming
- lagrangian heuristic
- integer program
- quadratic programming
- metaheuristic
- probabilistic model