Trukhanov, Svyatoslav; Ntaimo, Lewis; Schaefer, Andrew - In: European Journal of Operational Research 206 (2010) 2, pp. 395-406
Outer linearization methods for two-stage stochastic linear programs with recourse, such as the L-shaped algorithm, generally apply a single optimality cut on the nonlinear objective at each major iteration, while the multicut version of the algorithm allows for several cuts to be placed at...