The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming (Q507318): Difference between revisions

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English	The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming	scientific article

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scholarly article

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title

The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming (English)

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Mathematical Programming. Series A. Series B

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publication date

3 February 2017

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zbMATH Keywords

two-stage stochastic mixed-integer programs

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cutting plane tree algorithm

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multi-term disjunctive cut

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Benders' decomposition

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10107-016-1006-6

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cites work

A finite branch-and-bound algorithm for two-stage stochastic integer programs

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Disjunctive Programming

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A lift-and-project cutting plane algorithm for mixed 0-1 programs

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L-shaped decomposition of two-stage stochastic programs with integer recourse

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Dual decomposition in stochastic integer programming

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Finite Disjunctive Programming Characterizations for General Mixed-Integer Linear Programs

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A computational study of the cutting plane tree algorithm for general mixed-integer linear programs

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On convergence in mixed integer programming

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A two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemes

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Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs

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Q4452916

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Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach

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A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems

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Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse

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The million-variable ``march'' for stochastic combinatorial optimization

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A disjunctive cutting plane procedure for general mixed-integer linear programs

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On the Value of Binary Expansions for General Mixed-Integer Linear Programs

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Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions

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The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification

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Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming

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On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables

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On a Level-Set Characterization of the Value Function of an Integer Program and Its Application to Stochastic Programming

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Two stage linear programming under uncertainty with 0–1 integer first stage variables

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Enhanced Cut Generation Methods for Decomposition-Based Branch and Cut for Two-Stage Stochastic Mixed-Integer Programs

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Finitely Convergent Decomposition Algorithms for Two-Stage Stochastic Pure Integer Programs

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Identifiers

zbMATH Open document ID

1356.90098

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DOI

10.1007/s10107-016-1006-6

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:507318

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10107-016-1006-6
+Normal rank
@@ Property / OpenAlex ID @@
+W2339696208
@@ Property / OpenAlex ID: W2339696208 / rank @@
+Normal rank
@@ Property / cites work @@
+A finite branch-and-bound algorithm for two-stage stochastic integer programs
+Normal rank
@@ Property / cites work @@
+Disjunctive Programming
@@ Property / cites work: Disjunctive Programming / rank @@
+Normal rank
@@ Property / cites work @@
+A lift-and-project cutting plane algorithm for mixed 0-1 programs
+Normal rank
@@ Property / cites work @@
+L-shaped decomposition of two-stage stochastic programs with integer recourse
+Normal rank
@@ Property / cites work @@
+Dual decomposition in stochastic integer programming
+Normal rank
@@ Property / cites work @@
+Finite Disjunctive Programming Characterizations for General Mixed-Integer Linear Programs
+Normal rank
@@ Property / cites work @@
+A computational study of the cutting plane tree algorithm for general mixed-integer linear programs
+Normal rank
@@ Property / cites work @@
+On convergence in mixed integer programming
@@ Property / cites work: On convergence in mixed integer programming / rank @@
+Normal rank
@@ Property / cites work @@
+A two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemes
+Normal rank
@@ Property / cites work @@
+Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs
+Normal rank
@@ Property / cites work @@
+Q4452916
@@ Property / cites work: Q4452916 / rank @@
+Normal rank
@@ Property / cites work @@
+Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach
+Normal rank
@@ Property / cites work @@
+A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
+Normal rank
@@ Property / cites work @@
+Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse
+Normal rank
@@ Property / cites work @@
+The million-variable ``march'' for stochastic combinatorial optimization
+Normal rank
@@ Property / cites work @@
+A disjunctive cutting plane procedure for general mixed-integer linear programs
+Normal rank
@@ Property / cites work @@
+On the Value of Binary Expansions for General Mixed-Integer Linear Programs
+Normal rank
@@ Property / cites work @@
+Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions
+Normal rank
@@ Property / cites work @@
+The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
+Normal rank
@@ Property / cites work @@
+Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
+Normal rank
@@ Property / cites work @@
+On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
+Normal rank
@@ Property / cites work @@
+On a Level-Set Characterization of the Value Function of an Integer Program and Its Application to Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Two stage linear programming under uncertainty with 0–1 integer first stage variables
+Normal rank
@@ Property / cites work @@
+Enhanced Cut Generation Methods for Decomposition-Based Branch and Cut for Two-Stage Stochastic Mixed-Integer Programs
+Normal rank
@@ Property / cites work @@
+Finitely Convergent Decomposition Algorithms for Two-Stage Stochastic Pure Integer Programs
+Normal rank