A New Scenario Reduction Method Based on Higher-Order Moments

DOI10.1287/ijoc.2021.1155OpenAlexW4220823478MaRDI QIDQ5106389

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Publication date: 19 September 2022

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2021.1155

zbMATH Keywords

mixed integer linear programminghigher-order momentsscenario reductionimproved Benders decomposition

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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