A column-and-constraint generation algorithm for two-stage stochastic programming problems
Year of publication: |
2021
|
---|---|
Authors: | Tönissen, Denise D. ; Arts, Joachim J. ; Shen, Zuo-Jun |
Published in: |
Top : an official journal of the Spanish Society of Statistics and Operations Research. - Berlin : Springer, ISSN 1863-8279, ZDB-ID 2322573-7. - Vol. 29.2021, 3, p. 781-798
|
Subject: | Stochastic programming | Column-and-constraint generation | Benders decomposition | Facility location | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Dekompositionsverfahren | Decomposition method | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm |
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