Hi everybody. I'm really glad that OR-X is back again.

I'm working on a stochastic supply chain procurement problem with various purchasing and transportation decisions. While the problem is completely linear, unfortunately, both first- and second-stage variables are general integer variables (their values can go up as far as thousands). Hence, I'm trying to solve a two-stage stochastic integer program with "integer first-stage" and "integer recourse". Finally, the uncertainty is handled via scenarios. Right now, I'm looking for possible solution methods that could handle such problem. So far, I've found some references such as here and here, that implement B&B tree search with different strategies to generate cuts.

I was wondering if anyone has prior experience with this type of problem and some hints and points to the relevant literature. In particular, I'm interested in something relatively easy that could be implemented in GAMS (using its BCH facility in case of needing to do a B&B search) as the rest of project is being handled via GAMS. However, this is not a deal-breaker.

Thanks in advance for your time and attention.

This question is also cross-posted here.

asked 20 Jul '17, 13:28

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Ehsan ♦
accept rate: 16%

edited 20 Jul '17, 13:34

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Asked: 20 Jul '17, 13:28

Seen: 537 times

Last updated: 20 Jul '17, 13:34

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