With high probability, Branch-and-Price explores at most n^O(log s) nodes for typical two-stage stochastic binary IPs, supported by an average-case integrality gap bound of O((log s log^2 n)/n).
Optimization under uncertainty: state-of-the-art and opportunities.Com- puters & chemical engineering, 28(6-7):971–983
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Probabilistic analysis of dual decomposition on two-stage stochastic integer programs
With high probability, Branch-and-Price explores at most n^O(log s) nodes for typical two-stage stochastic binary IPs, supported by an average-case integrality gap bound of O((log s log^2 n)/n).