A finite branch-and-bound algorithm for two-stage stochastic integer programs
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Publication:1881566
DOI10.1007/s10107-003-0475-6zbMath1068.90084OpenAlexW2117784255MaRDI QIDQ1881566
Mohit Tawarmalani, Shabbir Ahmed, Nikolaos V. Sahinidis
Publication date: 5 October 2004
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-003-0475-6
Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)
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