An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: Some theoretical and experimental aspects

We present an algorithmic framework, so-called BFC-TSMIP, for solving two-stage stochastic mixed 0–1 problems. The constraints in the Deterministic Equivalent Model have 0–1 variables and continuous variables at any stage. The approach uses the Twin Node Family ( TNF) concept within an adaptation of...

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