A heuristic procedure for stochastic integer programs with complete recourse
type: Item
instance of: scholarly article
title: A heuristic procedure for stochastic integer programs with complete recourse
zbMATH Open document ID: 1116.90082
author: Guglielmo Lulli
author: Suvrajeet Sen
published in: European Journal of Operational Research
publication date: 2006-03-22T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C10
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 5014260
zbMATH Keywords: heuristic algorithm
zbMATH Keywords: successive approximation
zbMATH Keywords: stochastic integer programming
MaRDI profile type: Publication
full work available at URL: j.ejor.2004.09.012
OpenAlex ID: W2076519685
cites work: A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
cites work: BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
cites work: Introduction to Stochastic Programming
cites work: State-of-the-Art-Survey—Stochastic Programming: Computation and Applications
cites work: Dual decomposition in stochastic integer programming
cites work: Stability and sensitivity-analysis for stochastic programming
cites work: Postoptimality for multistage stochastic linear programs
cites work: Scenarios for multistage stochastic programs
cites work: Stochastic integer programming: general models and algorithms
cites work: Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
cites work: A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
cites work: Q4452915
cites work: Scenarios and Policy Aggregation in Optimization Under Uncertainty
cites work: Q4026252
cites work: Stochastic programming with integer variables
DOI: 10.1016/J.EJOR.2004.09.012
description: scientific article; zbMATH DE number 5014260