The integer L-shaped method for stochastic integer programs with complete recourse.
Gilbert LaporteFrançois V. LouveauxPublished in: Oper. Res. Lett. (1993)
Keyphrases
- significant improvement
- cost function
- dynamic programming
- clustering method
- detection method
- similarity measure
- integer program
- combinatorial optimization
- linear program
- segmentation method
- linear programming
- stochastic programming
- optimization method
- energy function
- neural network
- pairwise
- preprocessing
- computational complexity
- feature selection