Unified Branch-and-Benders-Cut for two-stage stochastic mixed-integer programs.
Arthur MahéoSimon BelieresYossiri AdulyasakJean-François CordeauPublished in: Comput. Oper. Res. (2024)
Keyphrases
- mixed integer program
- linear program
- integer programming
- lagrangian relaxation
- linear programming
- feasible solution
- valid inequalities
- cutting plane
- mixed integer
- decomposition algorithm
- decomposition method
- minimum cost
- np hard
- lot sizing
- optimal solution
- objective function
- column generation
- mixed integer programming
- continuous variables
- convex functions
- dynamic programming
- binary variables