An algorithm for the construction of convex hulls in simple integer recourse programming

DOI10.1007/BF02187641zbMath0854.90110MaRDI QIDQ1918422

Willem K. Klein Haneveld, Maarten H. van der Vlerk, Leen Stougie

Publication date: 31 July 1996

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

discretely distributed right-hand sidesfixed technology matrixinteger recourse problem

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (19)

Multiperiod capacity expansion of a telecommunications connection with uncertain demand ⋮ Cutting planes for the multistage stochastic unit commitment problem ⋮ On the convex hull of the simple integer recourse objective function ⋮ K-Adaptability in Two-Stage Robust Binary Programming ⋮ On structure and stability in stochastic programs with random technology matrix and complete integer recourse ⋮ An extended formulation for two-stage stochastic unit commitment with reserves ⋮ On multiple simple recourse models ⋮ Stochastic binary problems with simple penalties for capacity constraints violations ⋮ Integer set reduction for stochastic mixed-integer programming ⋮ Convex approximations for a class of mixed-integer recourse models ⋮ The stochastic programming heritage of Maarten van der Vlerk ⋮ Distributionally robust simple integer recourse ⋮ Two-Stage Stochastic Mixed-Integer Programs: Algorithms and Insights ⋮ Exact solutions to a class of stochastic generalized assignment problems ⋮ Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach ⋮ Simple integer recourse models: convexity and convex approximations ⋮ The bilevel knapsack problem with stochastic right-hand sides ⋮ The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification ⋮ Dual decomposition in stochastic integer programming

Cites Work

• Stochastic programming with simple integer recourse
• On the convex hull of the simple integer recourse objective function
• An efficient algorithm for determining the convex hull of a finite planar set
• Variational Analysis
• Convex Analysis
• Unnamed Item
• Unnamed Item

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