Browsing by Author "Antley, Eric M"
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Item Integrated Value Function Global Optimization Approaches for Two-Stage Stochastic Programs(2021-05-27) Antley, Eric M; Schaefer, Andrew J.; Hicks, Illya V.; Huchette, Joey; Ozaltın, Osman Y.We consider a class of nonnegative two-stage stochastic integer programs with discretely distributed right-hand sides. We develop a global optimization algorithm that exploits the structure of the superadditive dual for mixed-integer programs to search for the optimal solution. We demonstrate that our algorithm is capable of solving instances with large scenario counts to optimality.