Dual decomposition in stochastic integer programming

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Publication:1306366

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DOI10.1016/S0167-6377(98)00050-9zbMath1063.90037MaRDI QIDQ1306366

Rüdiger Schultz, Claus C. Carøe

Publication date: 1999

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

Lagrangian relaxation Stochastic programming Branch and bound Mixed-integer programming

Mathematics Subject Classification ID

Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)

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