A scalable global optimization algorithm for stochastic nonlinear programs
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Cites work
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 914364 (Why is no real title available?)
- A lagrangean based branch-and-cut algorithm for global optimization of nonconvex mixed-integer nonlinear programs with decomposable structures
- A polyhedral branch-and-cut approach to global optimization
- A reduced space branch and bound algorithm for global optimization.
- A reformulation-linearization technique for solving discrete and continuous nonconvex problems
- ANTIGONE: algorithms for coNTinuous/Integer global optimization of nonlinear equations
- Branching rules revisited
- Dual decomposition in stochastic integer programming
- Generalized Benders decomposition
- Introduction to stochastic programming.
- Lagrange duality and partitioning techniques in nonconvex global optimization
- Lagrangean decomposition: A model yielding stronger lagrangean bounds
- Nonconvex generalized Benders decomposition for stochastic separable mixed-integer nonlinear programs
- Primal-relaxed dual global optimization approach
- The Lagrangian Relaxation Method for Solving Integer Programming Problems
- \(\alpha BB\): A global optimization method for general constrained nonconvex problems
Cited in
(9)- A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
- On the convergence order of value function relaxations used in decomposition-based global optimization of nonconvex stochastic programs
- Column generation for multistage stochastic mixed-integer nonlinear programs with discrete state variables
- Branch-and-price for a class of nonconvex mixed-integer nonlinear programs
- Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation
- 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
- Solving a class of two-stage stochastic nonlinear integer programs using value functions
- MUSE-BB: a decomposition algorithm for nonconvex two-stage problems using strong multisection branching
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