A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables
type: Item
instance of: scholarly article
title: A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables
zbMATH Open document ID: 1432.90095
author: Yanyan Li
published in: Journal of Global Optimization
publication date: 2019-12-03T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 90C25
zbMATH DE Number: 7139387
zbMATH Keywords: stochastic programming
zbMATH Keywords: integer recourse
zbMATH Keywords: generalized Benders decomposition
zbMATH Keywords: branch and bound
describes a project that uses: SBB
describes a project that uses: DSP
describes a project that uses: AlphaECP
describes a project that uses: KNITRO
describes a project that uses: PySP
describes a project that uses: CPLEX
describes a project that uses: Ipopt
describes a project that uses: JuMP
MaRDI profile type: Publication
full work available at URL: s10898-019-00820-y
OpenAlex ID: W2969792467
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DOI: 10.1007/S10898-019-00820-Y
description: scientific article; zbMATH DE number 7139387