Li, Xiang; Tomasgard, Asgeir; Barton, Paul - In: Journal of Global Optimization 54 (2012) 4, pp. 765-790
The stochastic pooling problem is a type of stochastic mixed-integer bilinear program arising in the integrated design … transportation, water treatment, etc. This paper presents a rigorous decomposition method for the stochastic pooling problem, which …> -optimal solution with a finite number of iterations. By convexification of the bilinear terms, the stochastic pooling problem …