An Algorithm for Two-Stage Stochastic Quadratic Problems

DOI10.1007/978-3-642-36062-6_18zbMath1267.90089DBLPconf/ifip7/Mijangos11OpenAlexW1475230137WikidataQ57397206 ScholiaQ57397206MaRDI QIDQ4927276

Eugenio Mijangos

Publication date: 19 June 2013

Published in: IFIP Advances in Information and Communication Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-36062-6_18

zbMATH Keywords

stochastic programmingBranch-and-Fix Coordinationperspective cutsmixed-integer quadratic problems

Mathematics Subject Classification ID

Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Quadratic programming (90C20) Stochastic programming (90C15)

Related Items (1)

An algorithm for two-stage stochastic mixed-integer nonlinear convex problems

Uses Software

• CPLEX

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