BBPH: Using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs.
Jason BarnettJean-Paul WatsonDavid L. WoodruffPublished in: Oper. Res. Lett. (2017)
Keyphrases
- multistage
- mixed integer program
- branch and bound
- lot sizing
- stochastic programming
- assembly systems
- stochastic optimization
- lower bound
- feasible solution
- branch and bound algorithm
- column generation
- search algorithm
- optimal solution
- lagrangian relaxation
- branch and bound method
- mixed integer
- search space
- cutting plane
- upper bound
- linear program
- dynamic programming
- combinatorial optimization
- branch and bound procedure
- production planning
- single stage
- mixed integer programming
- linear programming relaxation
- valid inequalities
- tree search
- linear programming
- multi objective
- special case
- mathematical model
- machine learning
- traveling salesman problem