Combining penalty-based and Gauss-Seidel methods for solving stochastic mixed-integer problems

Fabricio Oliveira, Jeffrey Christiansen, Brian Dandurand, Andrew C. Eberhard. Combining penalty-based and Gauss-Seidel methods for solving stochastic mixed-integer problems. ITOR, 27(1):494-524, 2020. [doi]

Abstract

Abstract is missing.