Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function (Q5129216): Difference between revisions

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scientific article; zbMATH DE number 7266029

Language	Label	Description	Also known as
English	Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function	scientific article; zbMATH DE number 7266029

Statements

scholarly article

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Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function (English)

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Onur Tavaslıoğlu

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Oleg A. Prokopyev

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Andrew J. Schaefer

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Operations Research

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publication date

26 October 2020

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zbMATH Keywords

stochastic programming

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mixed integer programming

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global branch and bound

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two-stage mixed integer programming

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bilevel programming

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multifollower bilevel programming

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MaRDI profile type

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full work available at URL

https://doi.org/10.1287/opre.2019.1842

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Exact solution approach for a class of nonlinear bilevel knapsack problems

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State-of-the-Art-Survey—Stochastic Programming: Computation and Applications

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Introduction to Stochastic Programming

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A brief history of linear and mixed-integer programming computation

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A closed-form representation of mixed-integer program value functions

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The value function of an integer program

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Constructive characterizations of the value-function of a mixed-integer program. I

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Constructive characterizations of the value function of a mixed-integer program. II

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Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse

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A dynamic programming algorithm for the bilevel Knapsack problem

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One-level reformulation of the bilevel Knapsack problem using dynamic programming

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Linear bilevel multi-follower programming with independent followers

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Sensitivity theorems in integer linear programming

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Linear Programming under Uncertainty

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The Theory and Computation of Knapsack Functions

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New Branch-and-Bound Rules for Linear Bilevel Programming

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The Mixed Integer Linear Bilevel Programming Problem

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

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Fenchel decomposition for stochastic mixed-integer programming

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

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

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

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Stackelberg-Nash-Cournot Equilibria: Characterizations and Computations

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

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Variation of cost functions in integer programming

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A class of algorithms for mixed-integer bilevel min-max optimization

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A note on constraint aggregation and value functions for two-stage stochastic integer programs

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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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Directed perturbation analysis of an integer program

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Structural approach to parametric analysis of an IP. On the case of the right-hand side

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Constructing the value function for an integer linear programme over a cone

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Integer programming duality: Price functions and sensitivity analysis

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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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Identifiers

zbMATH Open document ID

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10.1287/opre.2019.1842

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5129216

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