文件名称:L-shaped singlecut
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随机规划理论，利用对偶问题确定其可行切割和最优切割,并通过逐步求解主问题使之收敛到最优解.(Stochastic programming theory, using the dual problem to determine its feasible cutting and optimal cutting, and by gradually solving the main problem to converge to the optimal solution.)
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L-shaped singlecut\singlecut.m
L-shaped singlecut
L-shaped singlecut