A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems

In this paper, we present a branch-and-price method to solve special structured multistage stochastic integer programming problems. We validate our method on two different versions of a multistage stochastic batch-sizing problem (SBSP). One version adopts a recourse formulation, and the other is bas...

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Bibliographic Details
Published in:	Management science Vol. 50; no. 6; pp. 786 - 796
Main Authors:	Lulli, Guglielmo, Sen, Suvrajeet
Format:	Journal Article
Language:	English
Published:	Linthicum INFORMS 01.06.2004 Institute for Operations Research and the Management Sciences
Series:	Management Science
Subjects:	Algorithms Batch processing batch sizing branch-and-price algorithm Business studies Integer programming Management science Mathematical models Prices Programming Stochastic processes stochastic programming Studies
ISSN:	0025-1909, 1526-5501
Online Access:	Get full text
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