On Bridging the Gap Between Stochastic Integer Programming and MIP Solver Technologies
نویسندگان
چکیده
منابع مشابه
On Bridging the Gap Between Stochastic Integer Programming and MIP Solver Technologies
Stochastic integer programs (SIP) represent a very difficult class of optimization problems arising from the presence of both uncertainty and discreteness in planning and decision problems. Although applications of SIP are abundant, nothing is available in the way of computational software. On the other hand, commercial software packages for solving deterministic integer programs have been arou...
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ژورنال
عنوان ژورنال: INFORMS Journal on Computing
سال: 2004
ISSN: 1091-9856,1526-5528
DOI: 10.1287/ijoc.1020.0005