The Ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming.
Yunwei QiSuvrajeet SenPublished in: Math. Program. (2017)
Keyphrases
- mixed integer
- stochastic programming
- linear program
- cutting plane algorithm
- benders decomposition
- cutting plane
- valid inequalities
- linear programming
- multistage
- lot sizing
- column generation
- mixed integer programming
- network design problem
- optimal solution
- primal dual
- integer program
- integer programming
- dynamic programming
- decision making
- feasible solution
- np hard
- objective function
- convex hull
- convergence rate
- mathematical model
- lp relaxation
- search algorithm