An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees (Q1762093)
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scientific article; zbMATH DE number 6107544
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees |
scientific article; zbMATH DE number 6107544 |
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An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees (English)
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15 November 2012
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multistage stochastic mixed \(0\)-\(1\) optimization
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nonsymmetric scenario trees
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implicit and explicit nonanticipativity constraints
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splitting variable and compact representations
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scenario cluster partitioning
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\texttt{CPLEX}
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\texttt{COIN-OR}
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0.9734749
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0.9368432
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0.8973121
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0.8844328
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0.8828217
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0.88181025
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0.87937415
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0.87928826
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