On intersection of two mixing sets with applications to joint chance-constrained programs

DOI10.1007/S10107-018-1231-2MaRDI QIDQ2414899zbMATH OpenOpenAlexFDO

Authors Fatma Kılınç-Karzan, Simge Küçükyavuz, Xiao Liu

Publication date 17 May 2019

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-018-1231-2

zbMATH Keywords

convex hullbranch-and-cutseparationmixing inequalitiestwo-sided/joint chance-constraints

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15) Mixed integer programming (90C11)

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Cites work

• scientific article; zbMATH DE number 2121076 (Why is no real title available?)
• A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
• A multicut algorithm for two-stage stochastic linear programs
• A polyhedral study of the static probabilistic lot-sizing problem
• A polyhedral study on chance constrained program with random right-hand side
• An integer programming approach for linear programs with probabilistic constraints
• Chance-constrained optimal power flow: risk-aware network control under uncertainty
• Decomposition algorithms for two-stage chance-constrained programs
• Mixed integer linear programming formulations for probabilistic constraints
• Mixing mixed-integer inequalities
• On mixing sets arising in chance-constrained programming
• On the mixing set with a knapsack constraint
• The mixed vertex packing problem.

Cited in

(11)

• Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity
• Two-row and two-column mixed-integer presolve using hashing-based pairing methods
• A polyhedral study on chance constrained program with random right-hand side
• On quantile cuts and their closure for chance constrained optimization problems
• On the mixing set with a knapsack constraint
• Probabilistic partial set covering with an oracle for chance constraints
• On the quantile cut closure of chance-constrained problems
• On the chance-constrained minimum spanning \(k\)-core problem
• On mixing sets arising in chance-constrained programming
• Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
• Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens

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