两阶段随机线性混合整数编程问题的超矩形分割方案

IF 1.6 3区数学 Q2 MATHEMATICS, APPLIED

Optimization Pub Date : 2024-09-05 DOI:10.1080/02331934.2024.2400338

Fenlan Wang

引用次数: 0

摘要

本文开发了一种新的精确算法，用于求解两阶段随机线性混合整数编程问题，第一阶段为纯整数变量，第二阶段为连续变量。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Hyperrectangular partition schemes for two-stage stochastic linear mixed integer programming problems

A new exact algorithm is developed in this paper for solving two-stage stochastic linear mixed integer programming problems with pure integer variables in the first stage and continuous variables i...

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来源期刊

Optimization 数学-应用数学

CiteScore

4.50

自引率

9.10%

发文量

146

审稿时长

4.5 months

期刊介绍： Optimization publishes refereed, theoretical and applied papers on the latest developments in fields such as linear, nonlinear, stochastic, parametric, discrete and dynamic programming, control theory and game theory. A special section is devoted to review papers on theory and methods in interesting areas of mathematical programming and optimization techniques. The journal also publishes conference proceedings, book reviews and announcements. All published research articles in this journal have undergone rigorous peer review, based on initial editor screening and anonymous refereeing by independent expert referees.