On Multidimensonal Disjunctive Inequalities for Chance-Constrained Stochastic Problems with Finite Support
We consider mixed-integer linear chance-constrained problems for which the random vector that parameterizes the feasible region has finite support. Our key objective is to improve branch-and-bound or -cut approaches by introducing new types of valid inequalities that improve the dual bounds and, by this, the overall performance of such methods. We introduce so-called primal-dual as … Read more