Finiteness theorems in stochastic integer programming
最优化与控制
2007-05-23 v1 组合数学
摘要
We study Graver test sets for families of linear multi-stage stochastic integer programs with varying number of scenarios. We show that these test sets can be decomposed into finitely many ``building blocks'', independent of the number of scenarios, and we give an effective procedure to compute these building blocks. The paper includes an introduction to Nash-Williams' theory of better-quasi-orderings, which is used to show termination of our algorithm. We also apply this theory to finiteness results for Hilbert functions.
引用
@article{arxiv.math/0502078,
title = {Finiteness theorems in stochastic integer programming},
author = {Matthias Aschenbrenner and Raymond Hemmecke},
journal= {arXiv preprint arXiv:math/0502078},
year = {2007}
}
备注
36 pp