A benders squared \((B^2)\) framework for infinite-horizon stochastic linear programs

DOI10.1007/s12532-020-00195-2zbMath1480.49034OpenAlexW3100806235MaRDI QIDQ2063190

Giacomo Nannicini, Emiliano Traversi, Roberto Wolfler Calvo

Publication date: 10 January 2022

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-020-00195-2

zbMATH Keywords

stochastic programmingcutting planesbenders decomposition

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15) Dynamic programming (90C39) Decomposition methods (49M27)

Related Items

Benders-squared

Uses Software

• MSLiP

Cites Work

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