Special issue: Global solution of integer, stochastic and nonconvex optimization problems (Q2097627)

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English	Special issue: Global solution of integer, stochastic and nonconvex optimization problems	scientific article

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scholarly article

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Special issue: Global solution of integer, stochastic and nonconvex optimization problems (English)

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Mathematical Programming. Series A. Series B

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publication date

14 November 2022

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10107-022-01876-7

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Resistant Sets in the Unit Hypercube

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Convexity and decomposition of mean-risk stochastic programs

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A scenario decomposition algorithm for 0-1 stochastic programs

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Convex relaxations of chance constrained optimization problems

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Maximizing a class of submodular utility functions

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A multi-stage stochastic integer programming approach for capacity expansion under uncertainty

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Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs

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An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion

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A finite branch-and-bound algorithm for two-stage stochastic integer programs

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Relaxations and approximations of chance constraints under finite distributions

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Coherent risk measures in inventory problems

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Improving the Integer L-Shaped Method

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Forbidden Vertices

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Submodular function minimization and polarity

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Distributionally robust facility location problem under decision-dependent stochastic demand

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On Polyhedral Approximations of the Second-Order Cone

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Decomposition of loosely coupled integer programs: a multiobjective perspective

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A framework for generalized Benders' decomposition and its application to multilevel optimization

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A combinatorial cut-and-lift procedure with an application to 0-1 second-order conic programming

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Probability estimation via policy restrictions, convexification, and approximate sampling

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On sample average approximation for two-stage stochastic programs without relatively complete recourse

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An outer-approximation guided optimization approach for constrained neural network inverse problems

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Submodular maximization of concave utility functions composed with a set-union operator with applications to maximal covering location problems

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Revisiting augmented Lagrangian duals

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Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs

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Theoretical challenges towards cutting-plane selection

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Bi-objective multistage stochastic linear programming

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Exact augmented Lagrangian duality for mixed integer linear programming

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Non-convex nested Benders decomposition

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Dynamic probabilistic constraints under continuous random distributions

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Exact Augmented Lagrangian Duality for Mixed Integer Quadratic Programming

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Sequential pairing of mixed integer inequalities

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Cutting Planes for Multistage Stochastic Integer Programs

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A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem

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Electrical flows over spanning trees

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Convex hulls of superincreasing knapsacks and lexicographic orderings

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Solving Mixed Integer Bilinear Problems Using MILP Formulations

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Relaxations and discretizations for the pooling problem

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Sparse regression at scale: branch-and-bound rooted in first-order optimization

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Minimum concave cost flow over a grid network

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Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity

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Robust multidimensional pricing: separation without regret

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The integer \(L\)-shaped method for stochastic integer programs with complete recourse

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A Sample Approximation Approach for Optimization with Probabilistic Constraints

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An integer programming approach for linear programs with probabilistic constraints

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A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs

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\(K\)-adaptability in stochastic optimization

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Dynamic node packing

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SDP-quality bounds via convex quadratic relaxations for global optimization of mixed-integer quadratic programs

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Sample average approximation method for chance constrained programming: Theory and applications

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Covering Linear Programming with Violations

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Adaptive sampling line search for local stochastic optimization with integer variables

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Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse

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A stochastic programming approach for supply chain network design under uncertainty

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Supply chain design under uncertainty using sample average approximation and dual decomposition

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On a Class of Minimax Stochastic Programs

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Expectation and Chance-Constrained Models and Algorithms for Insuring Critical Paths

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Sequence Independent Lifting for the Set of Submodular Maximization Problem

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Optimization-based convex relaxations for nonconvex parametric systems of ordinary differential equations

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Continuous cubic formulations for cluster detection problems in networks

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Global optimization of 0-1 hyperbolic programs

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The sample average approximation method applied to stochastic routing problems: a computational study

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Mixed-Integer Models for Nonseparable Piecewise-Linear Optimization: Unifying Framework and Extensions

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A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed-Integer Conic Quadratic Programs

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A robust approach to warped Gaussian process-constrained optimization

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Distributionally robust simple integer recourse

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On Deterministic Reformulations of Distributionally Robust Joint Chance Constrained Optimization Problems

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On quantile cuts and their closure for chance constrained optimization problems

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Bicriteria Approximation of Chance-Constrained Covering Problems

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Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making

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Maximizing a class of submodular utility functions with constraints

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Polyhedral results for a class of cardinality constrained submodular minimization problems

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Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets

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Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization

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Stochastic dual dynamic integer programming

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Identifiers

zbMATH Open document ID

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10.1007/s10107-022-01876-7

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2097627

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