A decomposition-based solution method for stochastic mixed integer nonlinear programs
نویسنده
چکیده
This is a summary of the main results presented in the author’s PhD thesis, supervised by D. Conforti and P. Beraldi and defended on March 2005. The thesis, written in English, is available from the author upon request. It describes one of the very few existing implementations of a method for solving stochastic mixed integer nonlinear programming problems based on deterministic global optimization. In order to face the computational challenge involved in the solution of such multi-scenario nonconvex problems, a branch andboundapproach is proposed that exploits thepeculiar structureof stochastic programming problem.
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عنوان ژورنال:
- 4OR
دوره 4 شماره
صفحات -
تاریخ انتشار 2006