A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs

DOI10.1007/s10287-018-0311-3zbMath1483.90091OpenAlexW2807432979MaRDI QIDQ1989733

Suvrajeet Sen, Semih Atakan

Publication date: 29 October 2018

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-018-0311-3

zbMATH Keywords

branch-and-boundprogressive hedgingmulti-stage mixed-integer stochastic convex 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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Uses Software

• SIPLIB

Cites Work

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