Sell or Hold: A simple two-stage stochastic combinatorial optimization problem.
Qie HeShabbir AhmedGeorge L. NemhauserPublished in: Oper. Res. Lett. (2012)
Keyphrases
- combinatorial optimization
- combinatorial optimization problems
- simulated annealing
- metaheuristic
- traveling salesman problem
- branch and bound
- optimization problems
- branch and bound algorithm
- combinatorial problems
- mathematical programming
- quadratic assignment problem
- genetic algorithm
- hard combinatorial optimization problems
- integer programming
- combinatorial search
- path relinking
- single machine scheduling problem
- graph theory
- cost function