Quantitative stability of fully random mixed-integer two-stage stochastic programs.
Werner RömischStefan VigerskePublished in: Optim. Lett. (2008)
Keyphrases
- mixed integer
- mixed integer programming
- benders decomposition
- linear program
- convex hull
- lot sizing
- feasible solution
- continuous relaxation
- continuous variables
- optimal solution
- network design problem
- mixed integer program
- linear programming
- bayesian networks
- probability distribution
- probabilistic model
- quadratic program
- neural network