Mixed integer linear programming formulations for probabilistic constraints.

Juan Pablo Vielma Shabbir Ahmed George L. Nemhauser

Published 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