Decomposition strategy for the stochastic pooling problem
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Publication:1928271
DOI10.1007/S10898-011-9792-0zbMath1282.90141OpenAlexW2070642658MaRDI QIDQ1928271
Asgeir Tomasgard, Xiang Li, Paul I. Barton
Publication date: 3 January 2013
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-011-9792-0
stochastic programmingdecompositionlarge-scalenonconvex mixed-integer nonlinear programmingstochastic pooling problem
Related Items (14)
Natural gas production network infrastructure development under uncertainty ⋮ Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation ⋮ A generalized global optimization formulation of the pooling problem with processing facilities and composite quality constraints ⋮ Optimal design of mixed AC-DC distribution systems for commercial buildings: a nonconvex generalized Benders decomposition approach ⋮ Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO ⋮ Computing tight bounds via piecewise linear functions through the example of circle cutting problems ⋮ GLOMIQO: global mixed-integer quadratic optimizer ⋮ Dynamically generated cutting planes for mixed-integer quadratically constrained quadratic programs and their incorporation into GloMIQO 2 ⋮ Relaxations and discretizations for the pooling problem ⋮ ANTIGONE: algorithms for coNTinuous/Integer global optimization of nonlinear equations ⋮ A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables ⋮ 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 ⋮ QPLIB: a library of quadratic programming instances ⋮ Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities
Uses Software
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