Parallel PIPS-SBB: multi-level parallelism for stochastic mixed-integer programs
نویسندگان
چکیده
منابع مشابه
A hierarchy of bounds for stochastic mixed-integer programs
Strong relaxations are critical for solving deterministic mixed-integer programs. As solving stochastic mixed-integer programs (SMIPs) is even harder, it is likely that strong relaxations will also prove essential for SMIPs. We consider general two-stage SMIPs with recourse, where integer variables are allowed in both stages of the problem and randomness is allowed in the objective function, th...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2019
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-019-00074-0