Ensemble variance reduction methods for stochastic mixed-integer programming and their application to the stochastic facility location problem
Jiajun Xu, Suvrajeet Sen
| Year of publication: |
2024
|
|---|---|
| Authors: | Xu, Jiajun ; Sen, Suvrajeet |
| Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 36.2024, 2, p. 587-599
|
| Subject: | bagging | compromise decisions | facility location problem | sample average approximation | stochastic mixed-integer programming | variance reduction | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Ganzzahlige Optimierung | Integer programming | Betriebliche Standortwahl | Firm location choice |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2021.0324 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014532313