A decomposition-based solution method for stochastic mixed integer nonlinear programs
This is a summary of the main results presented in the author’s PhD thesis, supervised by D. Conforti and P. Beraldi and defended on March 2005. The thesis, written in English, is available from the author upon request. It describes one of the very few existing implementations of a method for solvin...
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| Published in: | 4OR Vol. 4; no. 4; pp. 343 - 346 |
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| Format: | Journal Article |
| Language: | English |
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Heidelberg
Springer Nature B.V
01.12.2006
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| ISSN: | 1619-4500, 1614-2411 |
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| Abstract | This is a summary of the main results presented in the author’s PhD thesis, supervised by D. Conforti and P. Beraldi and defended on March 2005. The thesis, written in English, is available from the author upon request. It describes one of the very few existing implementations of a method for solving stochastic mixed integer nonlinear programming problems based on deterministic global optimization. In order to face the computational challenge involved in the solution of such multi-scenario nonconvex problems, a branch and bound approach is proposed that exploits the peculiar structure of stochastic programming problem. |
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| AbstractList | This is a summary of the main results presented in the author’s PhD thesis, supervised by D. Conforti and P. Beraldi and defended on March 2005. The thesis, written in English, is available from the author upon request. It describes one of the very few existing implementations of a method for solving stochastic mixed integer nonlinear programming problems based on deterministic global optimization. In order to face the computational challenge involved in the solution of such multi-scenario nonconvex problems, a branch and bound approach is proposed that exploits the peculiar structure of stochastic programming problem. |
| Author | Bruni, Maria Elena |
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| Cites_doi | 10.1007/978-94-017-3087-7 10.1017/CBO9780511569975.004 10.1007/0-387-30528-9_4 |
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| DOI | 10.1007/s10288-006-0007-3 |
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| SubjectTerms | Algorithms Global optimization Mixed integer Nonlinear programming Operations research Stochastic programming Studies |
| Title | A decomposition-based solution method for stochastic mixed integer nonlinear programs |
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