The integer programming background of a stochastic integer programming algorithm of dentcheva‐prékopa‐ruszczyński

DOI10.1080/1055678021000034017zbMath1040.90031OpenAlexW2042280424MaRDI QIDQ4709738

Béla Vizvári

Publication date: 2002

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1055678021000034017

zbMATH Keywords

Lagrange multipliersstochastic programmingNP-completenessprobabilistic integer programming

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15)

Related Items (1)

Single Commodity Stochastic Network Design Under Probabilistic Constraint with Discrete Random Variables

Cites Work

• Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources
• A o(n logn) algorithm for LP knapsacks with GUB constraints

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