Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs
نویسندگان
چکیده
منابع مشابه
Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs
Two-stage stochastic mixed-integer programming (SMIP) problems with recourse are generally difficult to solve. This paper presents a first computational study of a disjunctive cutting plane method for stochastic mixed 0-1 programs that uses lift-and-project cuts based on the extensive form of the two-stage SMIP problem. An extension of the method based on where the data uncertainty appears in t...
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This report constitutes the Doctoral Dissertation for Michael Perregaard and is a collection of results on the efficient generation of disjunctive cuts for mixed integer programs. Disjunctive cuts is a very broad class of cuts for mixed integer programming. In general, any cut that can be derived from a disjunctive argument can be considered a disjunctive cut. Here we consider specifically cuts...
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ژورنال
عنوان ژورنال: Journal of Global Optimization
سال: 2007
ISSN: 0925-5001,1573-2916
DOI: 10.1007/s10898-007-9245-y