Contamination for Stochastic Integer Programs
The requirement on some of the variables to be integer appears quite naturally in many optimization problems. The complexity of such models and the incomplete information force us usually to solve only an approximated stochastic program instead of the original model. A postoptimality analysis is then quite necessary. Application of the contamination method on stochastic integer programs will be described.
Volume (Year): 10 (2003)
Issue (Month): 18 ()
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