Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure

DOI10.1016/J.COR.2014.12.011zbMath1348.90499OpenAlexW2042904463MaRDI QIDQ337541

Lewis Ntaimo, Saravanan Venkatachalam, Eric Beier, Luca Corolli

Publication date: 10 November 2016

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2014.12.011

zbMATH Keywords

stochastic programminginteger programmingscenario decompositionFD cutsspecial structure

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15)

Related Items (6)

Logic-Based Benders Decomposition and Binary Decision Diagram Based Approaches for Stochastic Distributed Operating Room Scheduling ⋮ Lagrange dual bound computation for stochastic service network design ⋮ Integer set reduction for stochastic mixed-integer programming ⋮ Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs ⋮ Two-stage absolute semi-deviation mean-risk stochastic programming: an application to the supply chain replenishment problem ⋮ Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design

Uses Software

• CPLEX

Cites Work

• Unnamed Item
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