An algorithm for two-stage stochastic mixed-integer nonlinear convex problems

We present an algorithm to solve two-stage stochastic convex problems, whose objective function and constraints are nonlinear. It is based on the twin-node-family concept involved in the Branch-and-Fix Coordination method. These problems have 0–1 mixed-integer recourse variables in the first stage a...

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Veröffentlicht in:	Annals of operations research Jg. 235; H. 1; S. 581 - 598
1. Verfasser:	Mijangos, E.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	New York Springer US 01.12.2015 Springer Springer Nature B.V
Schlagworte:	Algorithms Approximation Business and Management Combinatorics Convex functions Integer programming Mathematical analysis Mathematical models Mathematical research Nonlinear programming Nonlinearity Operations research Operations Research/Decision Theory Quadratic programming Stochastic processes Stochasticity Strategy Studies Texts Theory of Computation Variables Outer approximation Mixed-integer nonlinear programming Quadratic programming Convex programming Branch-and-fix coordination method Stochastic programming
ISSN:	0254-5330, 1572-9338
Online-Zugang:	Volltext
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