This article covers the implementation of the integer L-shaped method for solving two-stage stochastic integer programs with first-stage binary variables and second-stage general integer variables using C# and CPLEX. The approach presented offers an efficient and scalable solution to complex stochastic programming problems. Topics covered include model formulation, algorithm flow charts, and code snippets, all of which are examples of how to implement the approach.
Implementation of Integer L shaped Method for Two stage Stochastic Programs Using C#and CPLEX
文件列表
Integer-L-shaped-method-main.zip
(预估有个52文件)
Integer-L-shaped-method-main
.DS_Store
6KB
IntegerLShapedMethod-Final
IntegerLShapedMethod.suo
354KB
IntegerLShapedMethod.sln
902B
IntegerLShapedMethod
Data.cs
14KB
obj
x86
Debug
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