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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Bibliographic Details
Published in:	European journal of operational research Vol. 204; no. 1; pp. 105 - 116
Main Authors:	Escudero, L.F., Garín, M.A., Merino, M., Pérez, G.
Format:	Journal Article
Language:	English
Published:	Amsterdam Elsevier B.V 01.07.2010 Elsevier Elsevier Sequoia S.A
Series:	European Journal of Operational Research
Subjects:	Algorithms Applied sciences Branch-and-Fix Coordination Exact sciences and technology Integer programming Mathematical programming Nonanticipativity constraints Operational research and scientific management Operational research. Management science Splitting variables Stochastic integer programming Stochastic integer programming Nonanticipativity constraints Splitting variables Twin Node Family Branch-and-Fix Coordination Stochastic models Studies Twin Node Family Splitting variables Twin Node Family Branch-and-Fix Coordination Nonanticipativity constraints Stochastic integer programming Algorithmics Mixed integer programming Stochastic programming Integer programming Zero one programming Deterministic model Mixed problem Large scale
ISSN:	0377-2217, 1872-6860
Online Access:	Get full text
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