Cutting Planes for Multistage Stochastic Integer Programs
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- NEMHAUSER, George L. & WOLSEY, Laurence A., 1990. "A recursive procedure to generate all cuts for 0-1 mixed integer programs," CORE Discussion Papers RP 894, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Correia, Isabel & Nickel, Stefan & Saldanha-da-Gama, Francisco, 2018. "A stochastic multi-period capacitated multiple allocation hub location problem: Formulation and inequalities," Omega, Elsevier, vol. 74(C), pages 122-134.
- Ward Romeijnders & Niels van der Laan, 2020. "Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty," Operations Research, INFORMS, vol. 68(4), pages 1199-1217, July.
- Bakker, Hannah & Dunke, Fabian & Nickel, Stefan, 2020. "A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice," Omega, Elsevier, vol. 96(C).
- Mahmutoğulları, Ali İrfan & Çavuş, Özlem & Aktürk, M. Selim, 2018. "Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR," European Journal of Operational Research, Elsevier, vol. 266(2), pages 595-608.
- Sakine Batun & Brian T. Denton & Todd R. Huschka & Andrew J. Schaefer, 2011. "Operating Room Pooling and Parallel Surgery Processing Under Uncertainty," INFORMS Journal on Computing, INFORMS, vol. 23(2), pages 220-237, May.
- Qipeng Zheng & Jianhui Wang & Panos Pardalos & Yongpei Guan, 2013. "A decomposition approach to the two-stage stochastic unit commitment problem," Annals of Operations Research, Springer, vol. 210(1), pages 387-410, November.
- Kai Pan & Yongpei Guan, 2016. "Strong Formulations for Multistage Stochastic Self-Scheduling Unit Commitment," Operations Research, INFORMS, vol. 64(6), pages 1482-1498, December.
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Keywordsprogramming; integer; cutting plane/facet; programming; stochastic; inventory/production; lot sizing; stochastic;
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