A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs.
Fengqiao LuoSanjay MehrotraPublished in: Math. Program. (2022)
Keyphrases
- decomposition method
- mixed integer
- linear program
- stochastic programming
- decomposition methods
- decomposition algorithm
- second order cone program
- benders decomposition
- feasible solution
- lot sizing
- robust optimization
- continuous relaxation
- linear programming
- lagrangian heuristic
- network design problem
- computationally efficient
- mixed integer program
- optimal solution
- quadratic program
- np hard
- objective function
- continuous variables
- decision making
- integer programming
- convex hull
- supply chain
- reinforcement learning