A parallel Branch-and-Fix Coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems.
Unai AldasoroLaureano F. EscuderoMaría MerinoGloria PérezPublished in: Eur. J. Oper. Res. (2017)
Keyphrases
- benchmark problems
- combinatorial optimization
- dynamic programming
- integer program
- objective function
- multistage stochastic
- optimal solution
- learning algorithm
- cost function
- mathematical model
- linear program
- computational complexity
- np hard
- special case
- linear programming
- np complete
- search algorithm
- semidefinite programming
- mixed integer programming