Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse.
Zhiping ChenJie JiangPublished in: Optim. Lett. (2020)
Keyphrases
- mixed integer
- linear program
- lot sizing
- benders decomposition
- mixed integer programming
- feasible solution
- continuous relaxation
- linear programming
- multistage
- convex hull
- optimal solution
- network design problem
- mixed integer program
- continuous variables
- quadratic program
- dynamic programming
- integer program
- objective function
- special case
- evolutionary algorithm