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Showing 1 to 1 of 1 for “"scenario-based cuts"”.

  1. Two-Stage Stochastic Mixed Integer Nonlinear Programming: Theory, Algorithms, and Applications

    Zhang, YingqiuVirginia Tech2021

    … second-stage objectives. We develop so called scenario-based (non)linear cuts which are added to the deterministic equivalent of TSS-CMIPs (a large-scale deterministic conic mixed integer program). We provide conditions under which these cuts are sufficient to relax the integrality restrictions …

    vt Repository record