An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects (Q2654324): Difference between revisions

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English	An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects	scientific article

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instance of

scholarly article

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title

An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects (English)

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author

María Merino

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Laureano Fernando Escudero Bueno

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María Araceli Garín

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Gloria Pérez

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published in

European Journal of Operational Research

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publication date

15 January 2010

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zbMATH Keywords

stochastic integer programming

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Nonanticipativity constraints

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splitting variables

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twin node family

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branch-and-fix coordination

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describes a project that uses

COIN-OR

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.ejor.2009.09.027

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cites work

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

0 references

An approach for strategic supply chain planning under uncertainty based on stochastic 0-1 programming

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BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.

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Q3372262

0 references

Enhancing a Branch-and-Bound Algorithm for Two-Stage Stochastic Integer Network Design-Based Models

0 references

Partitioning procedures for solving mixed-variables programming problems

0 references

Introduction to Stochastic Programming

0 references

Dual decomposition in stochastic integer programming

0 references

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

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Aggregated scheduling of a multiproduct batch plant by two-stage stochastic integer programming

0 references

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

0 references

On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty

0 references

Q2762573

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Stochastic integer programming: general models and algorithms

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Q2752033

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An Integer <i>L</i>-Shaped Algorithm for the Capacitated Vehicle Routing Problem with Stochastic Demands

0 references

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

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

0 references

A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty

0 references

Q2762572

0 references

Stochastic programming with integer variables

0 references

Two‐stage stochastic integer programming: a survey

0 references

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

0 references

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

0 references

A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse

0 references

Two-stage stochastic hierarchical multiple risk problems: Models and algorithms

0 references

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

0 references

Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs

0 references

<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming

0 references

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

0 references

Identifiers

zbMATH Open document ID

1178.90255

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DOI

10.1016/j.ejor.2009.09.027

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2654324

@@ Property / author @@
+Laureano Fernando Escudero Bueno
@@ Property / author: Laureano Fernando Escudero Bueno / rank @@
+Normal rank
@@ Property / author @@
+María Araceli Garín
@@ Property / author: María Araceli Garín / rank @@
+Normal rank
@@ Property / author @@
+Gloria Pérez
@@ Property / author: Gloria Pérez / rank @@
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@@ Property / describes a project that uses @@
+COIN-OR
@@ Property / describes a project that uses: COIN-OR / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2009.09.027
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+W2018802483
@@ Property / OpenAlex ID: W2018802483 / rank @@
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@@ Property / cites work @@
+A finite branch-and-bound algorithm for two-stage stochastic integer programs
+Normal rank
@@ Property / cites work @@
+An approach for strategic supply chain planning under uncertainty based on stochastic 0-1 programming
+Normal rank
@@ Property / cites work @@
+BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
+Normal rank
@@ Property / cites work @@
+Q3372262
@@ Property / cites work: Q3372262 / rank @@
+Normal rank
@@ Property / cites work @@
+Enhancing a Branch-and-Bound Algorithm for Two-Stage Stochastic Integer Network Design-Based Models
+Normal rank
@@ Property / cites work @@
+Partitioning procedures for solving mixed-variables programming problems
+Normal rank
@@ Property / cites work @@
+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Dual decomposition in stochastic integer programming
+Normal rank
@@ Property / cites work @@
+L-shaped decomposition of two-stage stochastic programs with integer recourse
+Normal rank
@@ Property / cites work @@
+Aggregated scheduling of a multiproduct batch plant by two-stage stochastic integer programming
+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 @@
+On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty
+Normal rank
@@ Property / cites work @@
+Q2762573
@@ Property / cites work: Q2762573 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic integer programming: general models and algorithms
+Normal rank
@@ Property / cites work @@
+Q2752033
@@ Property / cites work: Q2752033 / rank @@
+Normal rank
@@ Property / cites work @@
+An Integer <i>L</i>-Shaped Algorithm for the Capacitated Vehicle Routing Problem with Stochastic Demands
+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 two-stage planning model for power scheduling in a hydro-thermal system under uncertainty
+Normal rank
@@ Property / cites work @@
+Q2762572
@@ Property / cites work: Q2762572 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic programming with integer variables
@@ Property / cites work: Stochastic programming with integer variables / rank @@
+Normal rank
@@ Property / cites work @@
+Two‐stage stochastic integer programming: a survey
+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 @@
+A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse
+Normal rank
@@ Property / cites work @@
+Two-stage stochastic hierarchical multiple risk problems: Models and algorithms
+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 @@
+Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs
+Normal rank
@@ Property / cites work @@
+<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Enhanced Cut Generation Methods for Decomposition-Based Branch and Cut for Two-Stage Stochastic Mixed-Integer Programs
+Normal rank