On solving strong multistage nonsymmetric stochastic mixed 0-1 problems

  • Laureano F. Escudero
  • M. Araceli Garín
  • María Merino
  • Gloria Pérez
Conference paper
Part of the Operations Research Proceedings book series (ORP)


In this note we present the basic ideas of a parallelizable Branch-and- Fix Coordination algorithm for solving medium and large-scale multistage mixed 0-1 optimization problems under uncertainty, where this one is represented by nonsymmetric scenario trees. An assignment of the constraint matrix blocks into independent scenario cluster MIP submodels is performed by a named cluster splitting variable - compact representation (explicit non anticipativity constraints between the cluster submodels until break stage t*). Some computational experience using CPLEX within COIN-OR is reported while solving a large-scale real-life problem.


Scenario Tree Constraint Matrix Stochastic Integer Programming Scenario Group Scenario Cluster 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Laureano F. Escudero
    • 1
  • M. Araceli Garín
    • 2
  • María Merino
    • 3
  • Gloria Pérez
    • 3
  1. 1.Dpto. de Estadística e Investigación OperativaUniversidad Rey Juan CarlosMóstoles (Madrid)Spain
  2. 2.Dpto. de Economía Aplicada IIIUniversidad del País VascoBilbaoSpain
  3. 3.Dpto. de Matemática Aplicada y Estadística e Investigación OperativaUniversidad del País VascoBilbaoSpain

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