Scalable Stochastic Optimization: Scenario Reduction with Guarantees
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We consider the problem of solving integer programs of the form min {c^⊺ x : Ax = b, x ∈ ℤ_{⩾ 0}}, where A is a multistage stochastic matrix in the following sense: the primal treedepth of A is bounded by a parameter d, which means that the columns of A ca ...
Schloss Dagstuhl - Leibniz-Zentrum für Informatik2021
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