A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs

Myun-Seok Cheon, Shabbir Ahmed, Faiz A. Al-Khayyal. A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs. Math. Program., 108(2-3):617-634, 2006. [doi]

Authors

Myun-Seok Cheon

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Shabbir Ahmed

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Faiz A. Al-Khayyal

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