## A Generalization of Benders’ Algorithm for Two-Stage Stochastic Optimization Problems With Mixed Integer Recourse

We describe a generalization of Benders’ method for solving two-stage stochastic linear optimization problems in which there are both continuous and integer variables in the first and second stages. Benders’ method relies on finding effective lower approximations for the value function of the second-stage problem. In this setting, the value function is a discontinuous, non-convex, … Read more