Fenchel decomposition for stochastic mixed-integer programming
From MaRDI portal
Publication:1937960
DOI10.1007/S10898-011-9817-8zbMath1262.90117OpenAlexW1982737192MaRDI QIDQ1937960
Publication date: 1 February 2013
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-011-9817-8
Related Items (13)
Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure ⋮ Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables ⋮ Logic-Based Benders Decomposition and Binary Decision Diagram Based Approaches for Stochastic Distributed Operating Room Scheduling ⋮ On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs ⋮ Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness ⋮ Integer set reduction for stochastic mixed-integer programming ⋮ Mixed-integer programming models for optimal constellation scheduling given cloud cover uncertainty ⋮ Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function ⋮ Algorithm for the N-2 Security-Constrained Unit Commitment Problem with Transmission Switching ⋮ A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models ⋮ Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations ⋮ Improving the Integer L-Shaped Method ⋮ An L-shaped method with strengthened lift-and-project cuts
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The integer \(L\)-shaped method for stochastic integer programs with complete recourse
- Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs
- A comparative study of decomposition algorithms for stochastic combinatorial optimization
- Partitioning procedures for solving mixed-variables programming problems
- Optimization with disjunctive constraints
- A cutting-plane approach to mixed 0-1 stochastic integer programs
- Stochastic integer programming: general models and algorithms
- Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions
- L-shaped decomposition of two-stage stochastic programs with integer recourse
- Solving \(0/1\) integer programs with enumeration cutting planes
- Stochastic programming with integer variables
- A finite branch-and-bound algorithm for two-stage stochastic integer programs
- Solving linear programming relaxations associated with Lagrangean relaxations by Fenchel cutting planes
- A lift-and-project cutting plane algorithm for mixed 0-1 programs
- Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
- The million-variable ``march for stochastic combinatorial optimization
- On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
- The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
- Continuity Properties of Expectation Functions in Stochastic Integer Programming
- Two stage linear programming under uncertainty with 0–1 integer first stage variables
- The value function of an integer program
- Disjunctive Programming
- Generating Fenchel Cutting Planes for Knapsack Polyhedra
- Fenchel Cutting Planes for Integer Programs
- Introduction to Stochastic Programming
- Two‐stage stochastic integer programming: a survey
- Solving capacitated facility location problems by Fenchel cutting planes
- On the Convergence of Fenchel Cutting Planes in Mixed-Integer Programming
- Convex Analysis
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
This page was built for publication: Fenchel decomposition for stochastic mixed-integer programming
