A column-and-constraint generation algorithm for two-stage stochastic programming problems

Reference : A column-and-constraint generation algorithm for two-stage stochastic programming problems


	Document type :	Scientific journals : Article
	Discipline(s) :	Engineering, computing & technology : Multidisciplinary, general & others Business & economic sciences : Production, distribution & supply chain management Business & economic sciences : Quantitative methods in economics & management
	Focus Areas :	Computational Sciences
	To cite this reference:	http://hdl.handle.net/10993/52939

Title :	A column-and-constraint generation algorithm for two-stage stochastic programming problems
Language :	English
Author, co-author :	Tönissen, Denise [Vrije Universiteit Amsterdam - VU > Operations]
	Arts, Joachim [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Economics and Management (DEM) >]
	Shen, Zuo-Jun Max [Berkeley University of California - UC Berkeley > Industrial Engineering]
Publication date :	2021
Journal title :	TOP
Publisher :	Springer
Volume :	29
Pages :	781-798
Peer reviewed :	Yes
Audience :	International
ISSN :	1134-5764
e-ISSN :	1863-8279
City :	Berlin
Country :	Germany
Keywords :	[en] Stochastic Programming ; Bender Decomposition ; Column-and-Constraint generations ; Facility location
Funders :	Dutch Railways
Permalink :	http://hdl.handle.net/10993/52939
DOI :	10.1007/s11750-021-00593-2
Other URL :	https://doi.org/10.1007/s11750-021-00593-2

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