Efficient sequential and parallel algorithms for multistage stochastic integer programming using proximity

Jana Cslovjecsek, Friedrich Eisenbrand, Michał Pilipczuk +2

We consider the problem of solving integer programs of the form $\min \{c^{⊺}x:Ax=b,x\ge 0\}$, where $A$ is a multistage stochastic matrix in the following sens…