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A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs - MaRDI portal

A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs (Q1989733)

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scientific article; zbMATH DE number 6967053
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English
A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs
scientific article; zbMATH DE number 6967053

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    A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs (English)
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    29 October 2018
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    multi-stage mixed-integer stochastic convex programming
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    progressive hedging
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    branch-and-bound
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