Login / Signup
A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse.
Hanif D. Sherali
Barbara M. P. Fraticelli
Published in:
J. Glob. Optim. (2002)
Keyphrases
</>
decomposition algorithm
decomposition method
working set
equality constraints
np hard
multistage
linear program
finite number
stage stochastic programs
search space
stochastic programming
recognition algorithm
working set selection
linear programming
global constraints