first-order-loss-function

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gwr3n / skp

Implementation companion of the work R. Rossi, S. Prestwich, S. A. Tarim, "Mixed-Integer Linear Programming Approximations for the Stochastic Knapsack," Computers & Operations Research, Elsevier, Vol. 194: 107571, 2026

milp skp stochastic-programming piecewise-linear-approximation first-order-loss-function static-stochastic-knapsack dynamic-stochastic-knapsack

Updated Aug 17, 2026
Java

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