An improved L-shaped method for two-stage convex 0–1 mixed integer nonlinear stochastic programs

•Algorithm for convex nonlinear stochastic programs with mixed-integer recourse.•Combination of Lagrangean cuts and (strengthened) Benders cuts in L-shaped method.•Application to a planning and a batch plant design problem under uncertainty.•The proposed algorithm outperforms the commercial solvers...

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Vydané v:	Computers & chemical engineering Ročník 112; s. 165 - 179
Hlavní autori:	Li, Can, Grossmann, Ignacio E.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier Ltd 06.04.2018
Predmet:	Convex MINLP Integer recourse L-shaped method Stochastic programming Convex MINLP Integer recourse Stochastic programming L-shaped method
ISSN:	0098-1354, 1873-4375
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