On BFC-MSMIP strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming

In the branch-and-fix coordination ( BFC-MSMIP) algorithm for solving large-scale multistage stochastic mixed integer programming problems, we find it crucial to decide the stages where the nonanticipativity constraints are explicitly considered in the model. This information is materialized when th...

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Bibliographic Details
Published in:	Computers & operations research Vol. 37; no. 4; pp. 738 - 753
Main Authors:	Escudero, Laureano F., Araceli Garín, María, Merino, María, Pérez, Gloria
Format:	Journal Article
Language:	English
Published:	Kidlington Elsevier Ltd 01.04.2010 Elsevier Pergamon Press Inc
Subjects:	Algorithms Applied sciences Branch & bound algorithms Branch-and-fix coordination Cluster analysis Clusters Efficiency Exact sciences and technology Integer programming Mathematical programming Mixed integer Multistage Multistage stochastic mixed 0–1 programming Nonanticipativity constraints Operational research and scientific management Operational research. Management science Operations research Programming Scenario cluster partitioning Stochastic models Stochasticity Strategy Studies Twin node family Twin node family Multistage stochastic mixed 0–1 programming Branch-and-fix coordination Scenario cluster partitioning Nonanticipativity constraints Branching Partition Script Mixed programming Cluster Mixed integer programming Modeling Stochastic programming Zero one programming Partitioning Multistage stochastic mixed 0-1 programming Large scale
ISSN:	0305-0548, 1873-765X, 0305-0548
Online Access:	Get full text
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