Nonconvex Generalized Benders Decomposition for Stochastic Separable Mixed-Integer Nonlinear Programs
This paper considers deterministic global optimization of scenario-based, two-stage stochastic mixed-integer nonlinear programs (MINLPs) in which the participating functions are nonconvex and separable in integer and continuous variables. A novel decomposition method based on generalized Benders dec...
Main Authors: | , , |
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Other Authors: | |
Format: | Article |
Language: | English |
Published: |
Springer Science and Business Media LLC
2019
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Online Access: | https://hdl.handle.net/1721.1/122814 |