An algorithm for binary linear chance-constrained problems using IIS

DOI10.1007/S10589-018-00055-9MaRDI QIDQ2419523zbMATH OpenOpenAlexWikidataFDO

Authors Gianpiero Canessa, Julian A. Gallego, Lewis Ntaimo, Bernardo K. Pagnoncelli

Publication date 13 June 2019

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-018-00055-9

zbMATH Keywords

integer programmingchance-constrained programminginfeasible irreducible subsystems

Mathematics Subject Classification ID

Stochastic programming (90C15) Integer programming (90C10)

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Cites work

• A Sample Approximation Approach for Optimization with Probabilistic Constraints
• An algorithm for set covering problem
• Chance-Constrained Binary Packing Problems
• Concavity and efficient points of discrete distributions in probabilistic programming.
• Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
• Feasibility and infeasibility in optimization. Algorithms and computational methods.
• IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation
• Identifying Minimally Infeasible Subsystems of Inequalities
• MIP reformulations of the probabilistic set covering problem
• Mathematical programming approaches for generating p-efficient points
• Multi-objective stochastic programming for portfolio selection
• On mixing sets arising in chance-constrained programming
• On the mixing set with a knapsack constraint
• Pattern-based modeling and solution of probabilistically constrained optimization problems
• Probabilistic set covering with correlations
• Sample average approximation method for chance constrained programming: Theory and applications
• The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
• The Probabilistic Set-Covering Problem

Cited in

(2)

• IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation
• Data-driven project portfolio selection: decision-dependent stochastic programming formulations with reliability and time to market requirements

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