A finite branch-and-bound algorithm for two-stage stochastic integer programs.
Shabbir AhmedMohit TawarmalaniNikolaos V. SahinidisPublished in: Math. Program. (2004)
Keyphrases
- branch and bound algorithm
- integer program
- integer programming
- np hard
- linear program
- optimal solution
- column generation
- branch and bound
- lower bound
- multistage stochastic
- cutting plane
- linear programming
- mixed integer linear programming
- precedence constraints
- lagrangian relaxation
- upper bound
- lower bounding
- linear programming relaxation
- randomly generated problems
- valid inequalities
- production planning
- np complete
- upper bounding
- set covering
- combinatorial optimization
- single machine scheduling problem
- search algorithm
- scheduling problem
- branch and bound method
- search space
- network flow
- stochastic programming
- integer variables
- variable ordering
- objective function
- dynamic programming
- minimum cost
- special case
- mixed integer
- lp relaxation
- feasible solution
- worst case
- computational complexity
- max sat
- primal dual
- total cost
- approximation algorithms
- heuristic search
- metaheuristic
- neural network