A heuristic procedure for stochastic integer programs with complete recourse

DOI10.1016/J.EJOR.2004.09.012MaRDI QIDQ819082zbMATH OpenOpenAlexFDO

Authors Guglielmo Lulli, Suvrajeet Sen

Publication date 22 March 2006

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2004.09.012

zbMATH Keywords

heuristic algorithmsuccessive approximationstochastic integer programming

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Stochastic programming (90C15) Integer programming (90C10)

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Cites work

• scientific article; zbMATH DE number 124609 (Why is no real title available?)
• scientific article; zbMATH DE number 2050724 (Why is no real title available?)
• A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
• A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
• BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
• Dual decomposition in stochastic integer programming
• Introduction to Stochastic Programming
• Postoptimality for multistage stochastic linear programs
• Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Scenarios for multistage stochastic programs
• Stability and sensitivity-analysis for stochastic programming
• State-of-the-Art-Survey—Stochastic Programming: Computation and Applications
• Stochastic integer programming: general models and algorithms
• Stochastic programming with integer variables

Cited in

(10)

• scientific article; zbMATH DE number 2050724 (Why is no real title available?)
• On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming
• The airline long-haul fleet planning problem: the case of TAP service to/from Brazil
• Stochastic set packing problem
• A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
• Scenario updating method for stochastic mixed-integer programming problems
• BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems
• On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming
• A hybrid path-relinking method for solving two-stage stochastic integer problems
• Cluster Lagrangean decomposition in multistage stochastic optimization

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