A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems.
Guglielmo LulliSuvrajeet SenPublished in: Manag. Sci. (2004)
Keyphrases
- integer programming
- np hard
- integer program
- cutting plane
- dynamic programming
- set covering problem
- objective function
- computational complexity
- multistage stochastic
- cutting plane algorithm
- learning algorithm
- benchmark problems
- ant colony optimization
- dantzig wolfe decomposition
- mathematical model
- linear program
- optimal policy
- mixed integer programming
- constraint satisfaction problems
- particle swarm optimization
- linear programming
- simulated annealing
- multi objective
- reinforcement learning