Title of article :
On BFC-MSMIP strategies forscenarioclusterpartitioning,andtwinnodefamily
branching selectionandboundingformultistagestochasticmixedinteger
programming
Author/Authors :
Laureano F. Escudero، نويسنده , , Mar?aAraceliGar?nb، نويسنده , , Mar?aMerinoc، نويسنده , , GloriaPérezc، نويسنده ,
Issue Information :
ماهنامه با شماره پیاپی سال 2010
Abstract :
In thebranch-and-fixcoordination(BFC-MSMIP) algorithmforsolvinglarge-scalemultistagestochastic
mixed integerprogrammingproblems,wefinditcrucialtodecidethestageswherethenonanticipativity
constraints areexplicitlyconsideredinthemodel.Thisinformationismaterializedwhenthefullmodel
is brokendownintoascenarioclusterpartitionwithsmallersubproblems.Inthispaperwepresenta
scheme forobtainingstrongboundsandbranchingstrategiesfortheTwinNodeFamiliestoincrease
the efficiencyoftheprocedure BFC-MSMIP, basedontheinformationprovidedbythenonanticipativity
constraints thatareexplicitlyconsideredintheproblem.Somecomputationalexperienceisreportedto
support theefficiencyofthenewscheme.
Keywords :
Multistage stochastic mixed 0–1 programming , Nonanticipativity constraints , Branch-and-fix coordination , Twin node family , Scenario cluster partitioning
Journal title :
Computers and Operations Research
Journal title :
Computers and Operations Research
