BFC-MSMIP : an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0 – 1 problems

Abstract

We present an exact algorithmic framework, so-called BFC-MSMIP, for optimizing multistage stochastic mixed 0–1 problems with complete recourse. The uncertainty is represented by using a scenario tree and lies anywhere in the model. The problem is modeled by a splitting variable representation of the Deterministic Equivalent Model of the stochastic problem… (More)

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