Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse.
Merve BodurSanjeeb DashOktay GünlükJames R. LuedtkePublished in: INFORMS J. Comput. (2017)
Keyphrases
- integer program
- linear program
- column generation
- stochastic programming
- multistage stochastic
- integer programming
- cutting plane
- stage stochastic programs
- network flow
- minimum cost
- linear programming
- decomposition method
- decomposition algorithm
- stochastic optimization
- np hard
- multistage
- dynamic programming
- valid inequalities
- capacity planning
- branch and bound
- benders decomposition