A novel dual‐decomposition method for non‐convex two‐stage stochastic mixed‐integer quadratically constrained quadratic problems
We propose the novel p ‐branch‐and‐bound method for solving two‐stage stochastic programming problems whose deterministic equivalents are represented by non‐convex mixed‐integer quadratically constrained quadratic programming (MIQCQP) models. The precision of the solution generated by the p ‐branch‐...
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| Published in: | International transactions in operational research |
|---|---|
| Main Authors: | , |
| Format: | Journal Article |
| Language: | English |
| Published: |
12.02.2025
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| ISSN: | 0969-6016, 1475-3995 |
| Online Access: | Get full text |
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