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

@inproceedings{Escudero2009BFCMSMIPA,
  title={BFC-MSMIP : an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0 – 1 problems},
  author={Laureano F. Escudero and Araceli Gar{\'i}n and Mar{\'i}a Merino and Gloria P{\'e}rez},
  year={2009}
}
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, where the 0–1 variables and the continuous variables appear at any stage. The approach uses the Twin Node Family concept within the… CONTINUE READING

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