Stochastic Integer Programs, SIP

2012 ◽  
Keyword(s):  
Integer Programs ◽  
Stochastic Integer Programs

scholarly journals Integration of progressive hedging and dual decomposition in stochastic integer programs

2015 ◽  
Vol 43 (3) ◽  
pp. 311-316 ◽  
Author(s):  
Ge Guo ◽  
Gabriel Hackebeil ◽  
Sarah M. Ryan ◽  
Jean-Paul Watson ◽  
David L. Woodruff
Keyword(s):  
Dual Decomposition ◽  
Integer Programs ◽  
Progressive Hedging ◽  
Stochastic Integer Programs

scholarly journals Cutting Planes for Multistage Stochastic Integer Programs

2009 ◽  
Vol 57 (2) ◽  
pp. 287-298 ◽  
Author(s):  
Yongpei Guan ◽  
Shabbir Ahmed ◽  
George L. Nemhauser
Keyword(s):  
Cutting Planes ◽  
Integer Programs ◽  
Stochastic Integer Programs

scholarly journals A finite branch-and-bound algorithm for two-stage stochastic integer programs

2004 ◽  
Vol 100 (2) ◽  
pp. 355-377 ◽  
Author(s):  
Shabbir Ahmed ◽  
Mohit Tawarmalani ◽  
Nikolaos V. Sahinidis
Keyword(s):  
Branch And Bound ◽  
Branch And Bound Algorithm ◽  
Two Stage ◽  
Integer Programs ◽  
Stochastic Integer Programs

scholarly journals An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information

2019 ◽  
Vol 274 (2) ◽  
pp. 432-444 ◽  
Author(s):  
Krzysztof Postek ◽  
Ward Romeijnders ◽  
Dick den Hertog ◽  
Maarten H. van der Vlerk
Keyword(s):  
Two Stage ◽  
Integer Programs ◽  
Stochastic Integer Programs
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