Inexact stabilized Benders’ decomposition approaches with application to chance-constrained problems with finite support
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Title
Inexact stabilized Benders’ decomposition approaches with application to chance-constrained problems with finite support
Authors
Keywords
Benders’ decomposition, Chance-constrained problems, Mixed-integer optimization, Nonsmooth optimization, Stabilization, Inexact function computation, 90C15, 90C25, 49M27, 90C11
Journal
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
Volume 65, Issue 3, Pages 637-669
Publisher
Springer Nature
Online
2016-05-26
DOI
10.1007/s10589-016-9851-z
References
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