A tighter variant of Jensen's lower bound for stochastic programs and separable approximations to recourse functions.
Huseyin TopalogluPublished in: Eur. J. Oper. Res. (2009)
Keyphrases
- lower bound
- upper bound
- linear functions
- branch and bound
- lower and upper bounds
- upper and lower bounds
- branch and bound algorithm
- worst case
- linear programming relaxation
- stage stochastic programs
- objective function
- optimal solution
- partition function
- closed form
- multistage
- data structure
- vc dimension
- linear program
- linear programming
- lower bounding