A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs.
Semih AtakanSuvrajeet SenPublished in: Comput. Manag. Sci. (2018)
Keyphrases
- mixed integer
- branch and bound algorithm
- optimal solution
- lower bound
- mixed integer linear programming
- branch and bound
- linear program
- feasible solution
- np hard
- upper bound
- integer variables
- mixed integer programming
- lot sizing
- cutting plane
- convex hull
- combinatorial optimization
- valid inequalities
- linear programming
- metaheuristic
- objective function
- max sat
- lagrangian relaxation
- column generation
- search space
- genetic algorithm