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wardromeijnders / LBDA

LBDA+: a mixed-integer two-stage recourse problem solver using a loose Benders decomposition algorithm.

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stochastic-programmingsmpssolveroperations-researchmathematical-programming

LBDA+: solving mixed-integer recourse models

The user manual explains how this repository works. It can be obtained here, as manual.pdf.

Dependencies

Our code builds on the following:

  • Carma, released under an Apache 2.0 license. Included in this repository as a submodule under lbda/vendor.
  • pybind11, released under a modified BSD license. Included in this repository as a submodule under lbda/vendor.
  • Armadillo, released under an Apache 2.0 license.
  • Gurobi.

About

LBDA+: a mixed-integer two-stage recourse problem solver using a loose Benders decomposition algorithm.

stochastic-programmingsmpssolveroperations-researchmathematical-programming

License:MIT License

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