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BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems - MaRDI portal

BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems (Q839891)

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scientific article; zbMATH DE number 5601699
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English
BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems
scientific article; zbMATH DE number 5601699

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    BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems (English)
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    3 September 2009
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    multistage stochastic mixed 0-1 programming
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    branch-and-fix coordination
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    nonanticipativity constraints
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    twin node family
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    scenario-clustering
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    branch and node selection
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