JOURNAL ARTICLE

STOCHASTIC INTEGER PROGRAMMING BY DYNAMIC PROGRAMMING

Abstract

Abstract Stochastic integer programming is a suitable tool for modeling hierarchical decision situations with combinatorial features. In continuation of our work on the design and analysis of heuristics for such problems, we now try to find optimal solutions. Dynamic programming techniques can be used to exploit the structure of two–stage scheduling, bin packing and multiknapsack problems. Numerical results for small instances of these problems are presented.

Keywords:
Heuristics Integer programming Mathematical optimization Stochastic programming Exploit Dynamic programming Continuation Scheduling (production processes) Computer science Bin packing problem Branch and price Mathematics Bin Algorithm Programming language

Metrics

17
Cited By
5.24
FWCI (Field Weighted Citation Impact)
12
Refs
0.95
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Scheduling and Optimization Algorithms
Physical Sciences →  Engineering →  Industrial and Manufacturing Engineering
Advanced Manufacturing and Logistics Optimization
Physical Sciences →  Engineering →  Industrial and Manufacturing Engineering
Optimization and Packing Problems
Physical Sciences →  Engineering →  Industrial and Manufacturing Engineering

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