Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
From MaRDI portal
Publication:2490333
DOI10.1007/s10107-005-0592-5zbMath1134.90449OpenAlexW2012865252MaRDI QIDQ2490333
Hanif D. Sherali, Suvrajeet Sen
Publication date: 2 May 2006
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-005-0592-5
Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)
Related Items (66)
Fast scenario reduction by conditional scenarios in two-stage stochastic MILP problems ⋮ Cutting planes for the multistage stochastic unit commitment problem ⋮ On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming ⋮ Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support ⋮ K-Adaptability in Two-Stage Robust Binary Programming ⋮ Optimizing designs and operations of a single network or multiple interdependent infrastructures under stochastic arc disruption ⋮ Combining Benders decomposition and column generation for multi-activity tour scheduling ⋮ Two-stage stochastic programming supply chain model for biodiesel production via wastewater treatment ⋮ Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition ⋮ An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects ⋮ Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables ⋮ Extreme Ray Feasibility Cuts for Unit Commitment with Uncertainty ⋮ Stochastic and risk management models and solution algorithm for natural gas transmission network expansion and LNG terminal location planning ⋮ From scenarios to conditional scenarios in two‐stage stochastic MILP problems ⋮ A Polynomial Time Algorithm for the Stochastic Uncapacitated Lot-Sizing Problem with Backlogging ⋮ Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse ⋮ On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs ⋮ Fenchel decomposition for stochastic mixed-integer programming ⋮ Benders-type branch-and-cut algorithms for capacitated facility location with single-sourcing ⋮ Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness ⋮ Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems ⋮ A solution algorithm for chance-constrained problems with integer second-stage recourse decisions ⋮ Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter ⋮ A computational study of the cutting plane tree algorithm for general mixed-integer linear programs ⋮ Totally unimodular stochastic programs ⋮ Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs ⋮ Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning ⋮ Integer set reduction for stochastic mixed-integer programming ⋮ A decomposition approach to the two-stage stochastic unit commitment problem ⋮ Convex approximations for a class of mixed-integer recourse models ⋮ 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 ⋮ Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs ⋮ Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs ⋮ Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs ⋮ A Stochastic Integer Programming Approach to Air Traffic Scheduling and Operations ⋮ Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs ⋮ Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs ⋮ The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming ⋮ A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs ⋮ Two-Stage Stochastic Mixed-Integer Programs: Algorithms and Insights ⋮ The Benders decomposition algorithm: a literature review ⋮ Stochastic survivable network design problems: theory and practice ⋮ A branch-and-cluster coordination scheme for selecting prison facility sites under uncertainty ⋮ An integer decomposition algorithm for solving a two-stage facility location problem with second-stage activation costs ⋮ A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables ⋮ Pre-disaster investment decisions for strengthening a highway network ⋮ On greedy approximation algorithms for a class of two-stage stochastic assignment problems ⋮ Stochastic set packing problem ⋮ 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 ⋮ Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach ⋮ On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables ⋮ Robust multi-product newsvendor model with uncertain demand and substitution ⋮ Monotonic bounds in multistage mixed-integer stochastic programming ⋮ A Two-Stage Stochastic Integer Programming Approach to Integrated Staffing and Scheduling with Application to Nurse Management ⋮ A comparative study of decomposition algorithms for stochastic combinatorial optimization ⋮ A general algorithm for solving two-stage stochastic mixed \(0-1\) first-stage problems ⋮ Effects of feasibility cuts in Lagrangian relaxation for a two-stage stochastic facility location and network flow problem ⋮ Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Generalized Upper Bound Constraints ⋮ Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty ⋮ A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities ⋮ A framework for generalized Benders' decomposition and its application to multilevel optimization ⋮ A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs ⋮ An L-shaped method with strengthened lift-and-project cuts ⋮ An algorithm for two-stage stochastic mixed-integer nonlinear convex problems ⋮ A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs
Cites Work
- Unnamed Item
- A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse
- The integer \(L\)-shaped method for stochastic integer programs with complete recourse
- A branch and bound algorithm for extreme point mathematical programming problems
- A reformulation-linearization technique for solving discrete and continuous nonconvex problems
- Stochastic integer programming: general models and algorithms
- Dual decomposition in stochastic integer programming
- A hierarchy of relaxations and convex hull characterizations for mixed- integer zero-one programming problems
- Decomposition methods in stochastic programming
- Stochastic programming with integer variables
- A finite branch-and-bound algorithm for two-stage stochastic integer programs
- On structure and stability in stochastic programs with random technology matrix and complete integer recourse
- A closed-form representation of mixed-integer program value functions
- A lift-and-project cutting plane algorithm for mixed 0-1 programs
- The million-variable ``march for stochastic combinatorial optimization
- The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
- A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
- A Hierarchy of Relaxations between the Continuous and Convex Hull Representations for Zero-One Programming Problems
- A Cutting-Plane Game for Facial Disjunctive Programs
- The value function of an integer program
- Cones of Matrices and Set-Functions and 0–1 Optimization
- Disjunctive Programming
- Introduction to Stochastic Programming
This page was built for publication: Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming