A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables

Can Li, Ignacio E. Grossmann. A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables. J. Global Optimization, 75(2):247-272, 2019. [doi]

Abstract

Abstract is missing.