# Tag Info

## New answers tagged stochastic-programming

4

As far as I can see you have binary variables in the first stage and general integer variables in the second stage. This means that classical Benders cuts based on duality of the subproblems, do not ensure convergence. Conversely, convergence is ensured by combinatorial cuts generated as follows. Let $Q(y)$ be the recourse function for a given first-stage (...

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