A hybrid parametric/stochastic programming approach for mixed-integer linear problems under uncertainty Academic Article uri icon


  • In this paper, a novel hybrid parametric/stochastic approach for the solution of stochastic mixed-integer problems is introduced. The approach, based on a two-stage stochastic programming framework recently proposed by the authors, effectively avoids the repetitive solution of the second-stage subproblems by solving instead multiparametric programs, resulting in a much more efficient evaluation of the expected value. The approach is detailed with two example problems in which computational issues are also discussed. 1997 American Chemical Society.

published proceedings


author list (cited authors)

  • Acevedo, J., & Pistikopoulos, E. N.

citation count

  • 35

complete list of authors

  • Acevedo, J||Pistikopoulos, EN

publication date

  • June 1997