Scenario grouping and decomposition algorithms for chance-constrained programs
Yan Deng, Huiwen Jia, Shabbir Ahmed, Jon Lee, Siqian Shen
| Year of publication: |
2021
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|---|---|
| Authors: | Deng, Yan ; Jia, Huiwen ; Ahmed, Shabbir ; Lee, Jon ; Shen, Siqian |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 33.2021, 2, p. 757-773
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| Subject: | chance-constrained programming | quantile bounds | scenario grouping | mixed-integer programming | branch-and-cut | scenario decomposition | Dekompositionsverfahren | Decomposition method | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Ganzzahlige Optimierung | Integer programming | Szenariotechnik | Scenario analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2020.0970 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012546216