Integer set reduction for stochastic mixed-integer programming

DOI10.1007/s10589-023-00457-4OpenAlexW2401419874MaRDI QIDQ2701423

Lewis Ntaimo, Saravanan Venkatachalam

Publication date: 28 April 2023

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.05194

zbMATH Keywords

stochastic programminginteger programmingcutting planesmultidimensional knapsackFenchel decompositioninteger set reduction

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Uses Software

• CPLEX
• Gurobi

Cites Work

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