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]

@article{CheonAA07,
  title = {A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs},
  author = {Myun-Seok Cheon and Shabbir Ahmed and Faiz A. Al-Khayyal},
  year = {2006},
  doi = {10.1007/s10107-006-0725-5},
  url = {http://dx.doi.org/10.1007/s10107-006-0725-5},
  tags = {optimization, program optimization},
  researchr = {https://researchr.org/publication/CheonAA07},
  cites = {0},
  citedby = {0},
  journal = {Math. Program.},
  volume = {108},
  number = {2-3},
  pages = {617-634},
}