A solution algorithm for chance-constrained problems with integer second-stage recourse decisions (Q6126651): Difference between revisions

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scientific article; zbMATH DE number 7829605

Language	Label	Description	Also known as
English	A solution algorithm for chance-constrained problems with integer second-stage recourse decisions	scientific article; zbMATH DE number 7829605

Statements

scholarly article

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A solution algorithm for chance-constrained problems with integer second-stage recourse decisions (English)

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Enrico Malaguti

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Giacomo Nannicini

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Paolo Paronuzzi

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Mathematical Programming. Series A. Series B

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publication date

9 April 2024

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zbMATH Keywords

chance-constrained mathematical program

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outer approximation

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branch and cut

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convergence analysis

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computational experiments

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MaRDI profile type

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full work available at URL

https://doi.org/10.1007/s10107-023-01984-y

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Relaxations and approximations of chance constraints under finite distributions

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Partitioning procedures for solving mixed-variables programming problems

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A branch and bound method for stochastic integer problems under probabilistic constraints

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Introduction to Stochastic Programming

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Fenchel Cutting Planes for Integer Programs

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

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Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints

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Concavity and efficient points of discrete distributions in probabilistic programming.

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The congested facility location problem

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An outer-approximation algorithm for a class of mixed-integer nonlinear programs

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Solving mixed integer nonlinear programs by outer approximation

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

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Generalized Benders decomposition

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Representability in mixed integer programming. I: Characterization results

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The Cutting-Plane Method for Solving Convex Programs

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On mixing sets arising in chance-constrained programming

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The integer \(L\)-shaped method for stochastic integer programs with complete recourse

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A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables

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A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables

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Decomposition algorithms for two-stage chance-constrained programs

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Nonlinear chance-constrained problems with applications to hydro scheduling

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A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support

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A Sample Approximation Approach for Optimization with Probabilistic Constraints

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An integer programming approach for linear programs with probabilistic constraints

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On Optimal Allocation of Indivisibles Under Uncertainty

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Contributions to the theory of stochastic programming

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Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution

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

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Relaxations for probabilistically constrained programs with discrete random variables

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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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Expectation and Chance-Constrained Models and Algorithms for Insuring Critical Paths

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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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Chance-Constrained Binary Packing Problems

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Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment

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Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support

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

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On quantile cuts and their closure for chance constrained optimization problems

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

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S10107-023-01984-Y

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Sitelinks

Mathematics(1 entry)

mardi Publication:6126651

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