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Fenchel Decomposition for Stochastic Mixed-Integer Programming Lewis Ntaimo Department of Industrial and Systems Engineering Texas A M University 3131 TAMU College Station TX 77843 USA ntaimo tamu. 95 27. 75 37. 88 80. 84 306. 53 581. 91 552. 25 454. 62 433. 17 Conclusion programming SMIP called Fenchel decomposition FD. Boyd E. A. 1995 On the convergence of Fenchel cutting planes in mixed-integer Car e C. C. 1998 Decomposition in Stochastic Inte...
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