An Integer Programming and Decomposition Approach to General Chance-Constrained Mathematical Programs.
James R. LuedtkePublished in: IPCO (2010)
Keyphrases
- integer programming
- chance constrained
- np hard
- special case
- production planning
- computationally tractable
- constraint programming
- column generation
- lagrangian relaxation
- network flow
- linear programming
- valid inequalities
- stochastic programming
- knapsack problem
- constraint satisfaction problems
- robust optimization
- particle swarm optimization
- chance constraints