L-shaped decomposition of two-stage stochastic programs with integer recourse

DOI10.1007/BF02680570zbMath0920.90107OpenAlexW2086832561MaRDI QIDQ1290673

Publication date: 3 June 1999

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02680570

zbMATH Keywords

convergence branch-and-bound cutting plane generalized Benders decomposition two-stage stochastic programming integer recourse L-shaped method general duality theory

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15)

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