Mixed integer linear programming formulations for probabilistic constraints.
Juan Pablo VielmaShabbir AhmedGeorge L. NemhauserPublished in: Oper. Res. Lett. (2012)
Keyphrases
- mixed integer linear programming
- mixed integer
- cutting plane
- branch and bound algorithm
- mixed integer linear program
- mathematical programming
- production planning
- mixed integer nonlinear programming
- integer program
- linear program
- lower bound
- lot sizing
- bayesian networks
- optimal solution
- branch and bound
- probabilistic model
- computational complexity
- maximum entropy
- knapsack problem
- linear programming