Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs.
Hernan LeöveyWerner RömischPublished in: Math. Program. (2021)
Keyphrases
- monte carlo methods
- mixed integer program
- linear program
- monte carlo
- integer programming
- feasible solution
- linear programming
- cutting plane
- mixed integer
- lagrangian relaxation
- bayesian networks
- valid inequalities
- objective function
- lot sizing
- column generation
- simulated annealing
- optimal solution
- continuous variables
- primal dual
- np hard
- markov chain
- convex functions
- binary variables
- monte carlo method
- neural network
- dynamic programming
- lower bound
- particle filter
- scheduling problem