On BFC-MSMIP strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming.
Laureano F. EscuderoMaría Araceli GarínMaría MerinoGloria PérezPublished in: Comput. Oper. Res. (2010)
Keyphrases
- mixed integer programming
- capacity expansion
- multistage stochastic
- column generation
- integer program
- branch and bound
- mixed integer
- linear program
- production planning
- upper bound
- cutting plane
- lot sizing
- multistage
- lagrangian relaxation
- lower bound
- linear programming
- integer programming
- portfolio selection
- data points
- special case
- search algorithm
- optimal solution
- np complete
- feature space