Stochastic Cutting Planes for Data-Driven Optimization.

Dimitris Bertsimas Michael Lingzhi Li

Published in: INFORMS J. Comput. (2022)

Keyphrases

data driven
cutting plane
cutting plane algorithm
integer programming
stochastic programming
column generation
optimization problems
lower bound
optimization process
mixed integer
linear program
knapsack problem
probabilistic model
robust optimization
integer programming problems