A new cross decomposition method for stochastic mixed-integer linear programming

•A new cross decomposition method combining two classical decomposition methods.•A Phase I procedure introduced for warm starting the solution procedure.•Two different algorithms for the proposed cross decomposition method.•The method outperforms Benders decomposition when the number of scenarios is...

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Vydané v:	European journal of operational research Ročník 256; číslo 2; s. 487 - 499
Hlavní autori:	Ogbe, Emmanuel, Li, Xiang
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Amsterdam Elsevier B.V 16.01.2017 Elsevier Sequoia S.A
Predmet:	Benders decomposition Cross decomposition Dantzig–Wolfe decomposition Decomposition Integer programming Linear programming Mixed-integer linear programming Stochastic models Stochastic programming Studies Supply chains Cross decomposition Benders decomposition Dantzig–Wolfe decomposition Mixed-integer linear programming Stochastic programming
ISSN:	0377-2217, 1872-6860
On-line prístup:	Získať plný text
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