SIP from NLP Perspective
Rüdiger Schultz, Gerhard-Mercator-Universität Duisburg
Stochastic integer programming can be seen as a branch of nonlinear
programming, in fact as global minimization of nonconvex lower
semicontinuous functions. So far, this insight has been exploited for
structural investigations only. Algorithmically, stochastic integer
programming mainly relies on integer programming techniques, at times
with a flavour of nonlinear programming or computational algebra. In the
talk, we will review these developments in more detail.
Chemnitz Workshop
Last modified: Mon Aug 16 13:04:15 CEST 2004