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A Solution Approach for Two-Stage Stochastic Nonlinear Mixed Integer Programs.
Maria Elena Bruni
Patrizia Beraldi
Domenico Conforti
Published in:
Algorithmic Oper. Res. (2009)
Keyphrases
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mixed integer program
integer programming
linear program
mixed integer
cutting plane
lagrangian relaxation
feasible solution
linear programming
mathematical model
search algorithm
lot sizing
optimal solution
computational complexity
simulated annealing