Mixed integer programming for the 0-1 maximum probability model.

Alain Billionnet

Published in: Eur. J. Oper. Res. (2004)

Keyphrases

probability model
mixed integer programming
column generation
statistical model
lot sizing
mixed integer
probability distribution
production planning
dantzig wolfe decomposition
unit commitment
lagrangian relaxation
decision trees
sufficient conditions
multistage
branch and bound algorithm