SICOpt: Solution approach for nonlinear integer stochastic programming problems

DOI10.1007/s10957-009-9555-yzbMath1175.90301OpenAlexW2031204717WikidataQ62635465 ScholiaQ62635465MaRDI QIDQ1039361

Patrizia Beraldi, Domenico Conforti, Antonio Violi

Publication date: 27 November 2009

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-009-9555-y

zbMATH Keywords

interior point methodswarm startbranch-and-bound frameworkstochastic nonlinear integer programming

Mathematics Subject Classification ID

Integer programming (90C10) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15) Interior-point methods (90C51)

Related Items (1)

A two-stage stochastic programming model for electric energy producers

Uses Software

• LOQO

Cites Work

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