Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse
From MaRDI portal
Publication:3100464
DOI10.1287/opre.1090.0693zbMath1226.90056OpenAlexW2137720426MaRDI QIDQ3100464
Publication date: 24 November 2011
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1090.0693
Related Items (26)
Cutting planes for the multistage stochastic unit commitment problem ⋮ An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects ⋮ 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 ⋮ Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs ⋮ Totally unimodular stochastic programs ⋮ Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs ⋮ Integer set reduction for stochastic mixed-integer programming ⋮ Multicut Benders decomposition algorithm for process supply chain planning under uncertainty ⋮ A decomposition approach to the two-stage stochastic unit commitment problem ⋮ Mixed-integer programming models for optimal constellation scheduling given cloud cover uncertainty ⋮ Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function ⋮ Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer 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 ⋮ The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming ⋮ A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound ⋮ On greedy approximation algorithms for a class of two-stage stochastic assignment problems ⋮ 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 ⋮ Underground mine scheduling under uncertainty ⋮ An improved L-shaped method for solving process flexibility design problems ⋮ 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 ⋮ On solving two-stage distributionally robust disjunctive programs with a general ambiguity set ⋮ Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector
Uses Software
This page was built for publication: Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse