Decomposition strategy for the stochastic pooling problem

@article{Li2012DecompositionSF,
  title={Decomposition strategy for the stochastic pooling problem},
  author={Xiang Li and Asgeir Tomasgard and Paul I. Barton},
  journal={Journal of Global Optimization},
  year={2012},
  volume={54},
  pages={765-790}
}
The stochastic pooling problem is a type of stochastic mixed-integer bilinear program arising in the integrated design and operation of various important industrial networks, such as gasoline blending, natural gas production and transportation, water treatment, etc. This paper presents a rigorous decomposition method for the stochastic pooling problem, which guarantees finding an $${\epsilon}$$ -optimal solution with a finite number of iterations. By convexification of the bilinear terms, the… 

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