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115
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JGO
2008
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JGO 2008
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Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs
15 years 2 months ago
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edoc.hu-berlin.de
Two-stage stochastic mixed-integer programming (SMIP) problems with recourse are generally difficult to solve. This paper presents a first computational study of a disjunctive cut...
Lewis Ntaimo, Matthew W. Tanner
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