Two-stage quadratic integer programs with stochastic right-hand sides.

Osman Y. Özaltin Oleg A. Prokopyev Andrew J. Schaefer

Published in: Math. Program. (2012)

Keyphrases

integer program
column generation
multistage stochastic
linear program
integer programming
cutting plane
stochastic programming
network flow
pairwise
objective function
monte carlo
set covering
linear programming
optimal solution
computational complexity
constraint programming