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A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables.
Can Li
Ignacio E. Grossmann
Published in:
J. Glob. Optim. (2019)
Keyphrases
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objective function
computational complexity
cost function
optimal solution
np hard
dynamic programming
worst case
energy function
bayesian networks
lower bound
search space
special case
probabilistic model
greedy algorithm
mixed integer
benders decomposition