On solving strong multistage nonsymmetric stochastic mixed 0-1 problems

DOI10.1007/978-3-642-29210-1_81zbMath1306.90106OpenAlexW171946932MaRDI QIDQ5176358

Gloria Pérez, María Araceli Garín, María Merino, Laureano Fernando Escudero Bueno

Publication date: 3 March 2015

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-29210-1_81

Mathematics Subject Classification ID

Stochastic programming (90C15) Boolean programming (90C09)

Uses Software

• CPLEX
• COIN-OR

Cites Work

• Stochastic set packing problem
• BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems
• On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming
• Stochastic programming with integer variables
• An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
• Introduction to Stochastic Programming
• Applications of Stochastic Programming