Farzane Ezzati

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Recent activity by Farzane Ezzati Recent activity Votes

  • Benders Cuts in Branch and Bound Tree

    Answered

    Hello, I am solving a two stage stochastic model in which the first stage has integer variables. I am using the Benders cuts and adding them to the MIP nodes of the branch and bound tree. This is t...

    Farzane Ezzati 2 followers 1 comment 0 votes

  • Copy a class of model

    Answered

    Hello, I have a model that is defined inside a class. I am updating the model and apply changes to it using a class. I am applying a branch and bound algorithm and when branching is required, I wan...

    Farzane Ezzati 2 followers 1 comment 0 votes

  • Cut Generation LP ( CGLP)

    Answered

    Hi, I am writing an algorithm in which after solving LP relaxation of several sub-problems from a two-stage stochastic model. I want to use CGLP to generate disjunctive cuts. To generate disjunctiv...

    Farzane Ezzati 2 followers 2 comments 0 votes

  • Lagrangian Dual, Subgradient Method

    Answered

    Hello, I want to solve a two stage stochastic programming model and I am using scenario decomposition and lagrangian relaxation of non-anticipativity constraints to solve the problem. I am mixing l...

    Farzane Ezzati 2 followers 1 comment 0 votes