Escudero, L.F.; Garín, M.A.; Merino, M.; Pérez, G. - In: European Journal of Operational Research 204 (2010) 1, pp. 105-116
We present an algorithmic framework, so-called BFC-TSMIP, for solving two-stage stochastic mixed 0-1 problems. The constraints in the Deterministic Equivalent Model have 0-1 variables and continuous variables at any stage. The approach uses the Twin Node Family (TNF) concept within an adaptation...