A Review on the Performance of Linear and Mixed Integer Two-Stage Stochastic Programming Software

This paper presents a tutorial on the state-of-the-art software for the solution of two-stage (mixed-integer) linear stochastic programs and provides a list of software designed for this purpose. The methodologies are classified according to the decomposition alternatives and the types of the variab...

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Bibliographic Details

Published in:	Algorithms Vol. 15; no. 4; p. 103
Main Authors:	Torres, Juan J., Li, Can, Apap, Robert M., Grossmann, Ignacio E.
Format:	Journal Article
Language:	English
Published:	Basel MDPI AG 01.04.2022
Subjects:	Algorithms Benders decomposition Decomposition Expected values L-shaped method Linear programming Mixed integer Optimization scenario decomposition Software software benchmark Stochastic programming Systems engineering
ISSN:	1999-4893, 1999-4893
Online Access:	Get full text
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