Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure
Eric Beier; Saravanan Venkatachalam; Luca Corolli; Lewis Ntaimo
| Year of publication: |
2015
|
|---|---|
| Authors: | Beier, Eric ; Venkatachalam, Saravanan ; Corolli, Luca ; Ntaimo, Lewis |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 59.2015, p. 94-103
|
| Subject: | Stochastic programming | Integer programming | FD cuts | Scenario decomposition | Special structure | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Dekompositionsverfahren | Decomposition method | Ganzzahlige Optimierung | Dynamische Optimierung | Dynamic programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010515215