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Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs - MaRDI portal

Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs (Q4609472)

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scientific article; zbMATH DE number 6855330
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Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs
scientific article; zbMATH DE number 6855330

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    Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs (English)
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    3 April 2018
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    two-stage stochastic mixed integer program
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    tight extended formulation
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    convex hull
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    parametric cuts
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    continuous multi-mixing set
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    capacitated lot-sizing with backlogging
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    discrete lot-sizing
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