Improving the Integer L-Shaped Method
نویسندگان
چکیده
منابع مشابه
Improving the Integer L-Shaped Method
We consider the integer L-shaped method for two-stage stochastic integer programs. To improve the performance of the algorithm, we present and combine two strategies. First, to avoid timeconsuming exact evaluations of the second-stage cost function, we propose a simple modification that alternates between linear and mixed-integer subproblems. Then, to better approximate the shape of the second-...
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ژورنال
عنوان ژورنال: INFORMS Journal on Computing
سال: 2016
ISSN: 1091-9856,1526-5528
DOI: 10.1287/ijoc.2016.0695