I watched this recent Gurobi webinar about solving stochastic programs with Gurobi.
It wasn't clear to me from the video whether Gurobi is actually implementing a decomposition method (or another approach) for solving stochastic programs, or whether it was just solving large deterministic equivalents.
So, does Gurobi has special algorithmic capability for stochastic programs? If so, how does it recognize the problem structure? Is there any documentation for this? (I looked but wasn't able to find any...)
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