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- W834088141 abstract "Many convex linearly constrained programs and mixed integer programshave a large number of variables, so that the variables shouldbe generated dynamically throughout the solution algorithm. Thisyields to the well known “branch-and-price algorithm” and “simplicialdecomposition”. We present a novel “branch-and-cut-and-pricealgorithm” to extend this idea to certain classes of convex linearly constrainedMINLP. Our algorithm incorporates the variables generationinto the “LP/NLP algorithm” introduced by Quesada and Grossman.We detail our framework for the stochastic network design problemwith simple recourse and present preliminary computational results.Keywords: convex MINLP, branch-and-price, stochastic programming,network design." @default.
- W834088141 created "2016-06-24" @default.
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- W834088141 date "2010-01-01" @default.
- W834088141 modified "2023-09-26" @default.
- W834088141 title "A branch-and-cut-and-price framework for convex MINLP applied to a stochastic network design problem" @default.
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