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On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem.
Andrey I. Kibzun
Andrey V. Naumov
Vladimir I. Norkin
Published in:
Autom. Remote. Control. (2013)
Keyphrases
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mixed integer programming
column generation
mixed integer
production planning
dantzig wolfe decomposition
lagrangian relaxation
lot sizing
probability distribution
optimization problems
combinatorial optimization