Two-Stage Stochastic Mixed Integer Nonlinear Programming: Theory, Algorithms, and Applications
TR Number
Date
2021-09-30
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Virginia Tech
Abstract
Description
Keywords
Two-stage stochastic p-order conic mixed integer programming, two-stage stochastic quadratic integer programs, scenario-based cuts, conic mixed integer rounding, dual decomposition, stochastic load shed recovery