rchen234 / SIP_LAG

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SIP_LAG

Code for the paper "On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs" (https://pubsonline.informs.org/doi/abs/10.1287/ijoc.2022.1185)

"Results in the paper" were generated using Python 3.6.5 with IP solver Gurobi 8.1.1 for SNIP and SSLP instances and Gurobi 9.0.3 for SSLPV instances

See runTest.py for examples of running on SNIP, SSLP and SSLPV instances