A branch and bound method for stochastic integer problems under probabilistic constraints.

Patrizia Beraldi Andrzej Ruszczynski

Published in: Optim. Methods Softw. (2002)

Keyphrases

branch and bound method
branch and bound algorithm
linear constraints
mixed integer programming
reduce the search space
bayesian networks
optimization problems
branch and bound
decision variables
np hard
upper bound
linear programming
np complete
constraint satisfaction
stochastic programming problems