Solving stochastic programs with network recourse

In this paper we provide computational procedures for solving stochastic programs with network recourse. Special attention is paid to the feasibility problem, and we show how to solve the recourse or second stage problem. This problem is how to solve a large number of networks where the only differences are the amounts supplied and demanded at the nodes. For this purpose we have developed the Schur complement for networks. Computational results are given. Finally we show how preprocessing based upon facet generation can simplify the rest of the procedures.

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