An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees
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Publication:1762093
DOI10.1016/j.cor.2011.06.021zbMath1251.90295OpenAlexW2013152254MaRDI QIDQ1762093
Gloria Pérez, María Araceli Garín, María Merino, Laureano Fernando Escudero Bueno
Publication date: 15 November 2012
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2011.06.021
\texttt{CPLEX}scenario cluster partitioning\texttt{COIN-OR}implicit and explicit nonanticipativity constraintsmultistage stochastic mixed \(0\)-\(1\) optimizationnonsymmetric scenario treessplitting variable and compact representations
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