Convex approximations for complete integer recourse models
From MaRDI portal
Recommendations
- Simple integer recourse models: convexity and convex approximations
- Convex approximations for a class of mixed-integer recourse models
- Assessing the quality of convex approximations for two-stage totally unimodular integer recourse models
- scientific article; zbMATH DE number 1031417
- Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
Cites work
- scientific article; zbMATH DE number 995813 (Why is no real title available?)
- scientific article; zbMATH DE number 193411 (Why is no real title available?)
- scientific article; zbMATH DE number 1241478 (Why is no real title available?)
- scientific article; zbMATH DE number 663895 (Why is no real title available?)
- scientific article; zbMATH DE number 1031417 (Why is no real title available?)
- A finite branch-and-bound algorithm for two-stage stochastic integer programs
- Continuity Properties of Expectation Functions in Stochastic Integer Programming
- Introduction to Stochastic Programming
- On optimal allocation of indivisibles under uncertainty
- On the convex hull of the simple integer recourse objective function
- Simple integer recourse models: convexity and convex approximations
- Stochastic integer programming: general models and algorithms
- Stochastic programming with simple integer recourse
- The integer \(L\)-shaped method for stochastic integer programs with complete recourse
Cited in
(27)- Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations
- The stochastic programming heritage of Maarten van der Vlerk
- Exact solutions to a class of stochastic generalized assignment problems
- A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound
- Pseudo-valid cutting planes for two-stage mixed-integer stochastic programs with right-hand-side uncertainty
- A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs
- A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models
- Integer set reduction for stochastic mixed-integer programming
- Total variation bounds on the expectation of periodic functions with applications to recourse approximations
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
- On the convex hull of the simple integer recourse objective function
- Assessing the quality of convex approximations for two-stage totally unimodular integer recourse models
- Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning
- Integrated chance constraints: reduced forms and an algorithm
- Totally unimodular stochastic programs
- On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
- Robust optimization of sums of piecewise linear functions with application to inventory problems
- Convex approximations for a class of mixed-integer recourse models
- Convex approximations for totally unimodular integer recourse models: a uniform error bound
- On multiple simple recourse models
- An ALM model for pension funds using integrated chance constraints
- Convex approximations of two-stage risk-averse mixed-integer recourse models
- Simplification of recourse models by modification of recourse data
- Simple integer recourse models: convexity and convex approximations
- Erratum to: Convex approximations for complete integer recourse models
- Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector
- Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
This page was built for publication: Convex approximations for complete integer recourse models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1434075)
