A solution algorithm for chance-constrained problems with integer second-stage recourse decisions.
Andrea LodiEnrico MalagutiMichele MonaciGiacomo NanniciniPaolo ParonuzziPublished in: Math. Program. (2024)
Keyphrases
- optimal solution
- benchmark problems
- simulated annealing
- chance constrained
- stochastic programming
- search space
- cost function
- dynamic programming
- np hard
- mathematical model
- supply chain
- linear programming
- ant colony optimization
- linear program
- search algorithm
- test problems
- robust optimization
- decision making
- learning algorithm