Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse
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DOI: 10.1287/ijoc.2016.0717
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References listed on IDEAS
- Lewis Ntaimo, 2013. "Fenchel decomposition for stochastic mixed-integer programming," Journal of Global Optimization, Springer, vol. 55(1), pages 141-163, January.
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Keywords
two-stage stochastic integer programs; Benders decomposition; split cuts;All these keywords.
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