Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse.
Zhiping ChenFeng ZhangPublished in: Optim. Lett. (2014)
Keyphrases
- mixed integer
- linear program
- mixed integer programming
- benders decomposition
- continuous relaxation
- optimal solution
- feasible solution
- lot sizing
- convex hull
- linear programming
- mixed integer program
- multistage
- network design problem
- continuous variables
- second order cone program
- neural network
- integer program
- column generation
- dynamic systems
- maximum entropy
- lower bound
- objective function