Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models

DOI10.1007/s10479-024-05947-0MaRDI QIDQ6588527

Jun Luo, Zhaolin Hu, Jinxiang Wei, Shu-Shang Zhu

Publication date: 15 August 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

branch-and-bound algorithmGaussian mixture modelchance constrained programenhanced strategiesmultiple chance constraints

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)

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