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
Pages
16
From page
738
To page
753
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
Serial Year
2010
Journal title
Computers and Operations Research
Record number
927686
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