Ensemble variance reduction methods for stochastic mixed-integer programming and their application to the stochastic facility location problem

DOI10.1287/ijoc.2021.0324MaRDI QIDQ6580544

Suvrajeet Sen, Jiajun Xu

Publication date: 29 July 2024

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

zbMATH Keywords

variance reductionfacility location problembaggingsample average approximationstochastic mixed integer programmingcompromise decisions

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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