A Cutting Plane Approach for Chance Constrained Linear Programs.
Andrés WeintraubJorge R. VeraPublished in: Oper. Res. (1991)
Keyphrases
- linear program
- cutting plane
- chance constrained
- stochastic programming
- mixed integer
- column generation
- integer program
- linear programming
- cutting plane algorithm
- knapsack problem
- mixed integer linear programming
- valid inequalities
- optimal solution
- integer programming
- dynamic programming
- mixed integer programming
- np hard
- objective function
- primal dual
- lower bound
- feasible solution
- convex functions
- branch and bound algorithm
- efficient frontier