@Discretelizard , the idea behind the question was to draw attention to breakthroughs in specialisations that may be of interest to other specialisations. So if you think the results are of interest to others (non-"SODA people"), please post an answer.
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This is indeed very interesting!
@Kuifje I completely agree. But "major important breakthroughs" does not necessarily mean "the largest breakthrough", so I hope to get some results of major importance still :-)
@independentvariable I would say yes, it is as clear. You just squuece what you call partial LR between the original LP and the full LR.
Hi @Saba Kiani Welcome to or.stackexchange. I think you would get more and better help if you copy-paste (some of) the engine log that illustrates your problem.
@Ehsan I am no expert in stochastic optimization, but isn't the probability present in the form of $1/S$ on the right hand side? So an implicit equal probability of all realisation?
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Good point, I will add the edit
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@AlbertoSantini Jep, that's one of the papers I have used for the topic as well.
Are your integer variables bounded?