Efficient sequential and parallel algorithms for multistage stochastic integer programming using proximity.
Jana CslovjecsekFriedrich EisenbrandMichal PilipczukMoritz VenzinRobert WeismantelPublished in: CoRR (2020)
Keyphrases
- integer programming
- integer program
- multistage stochastic
- cutting plane
- linear programming
- np hard
- linear program
- column generation
- constraint programming
- network flow
- production planning
- portfolio selection
- cutting plane algorithm
- lagrangian relaxation
- multistage
- branch and bound
- knapsack problem
- total cost
- optimization problems
- lower bound