A comparative study of decomposition algorithms for stochastic combinatorial optimization
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Publication:1001189
DOI10.1007/S10589-007-9085-1zbMATH Open1153.90515OpenAlexW1965736643MaRDI QIDQ1001189FDOQ1001189
Authors: Lewis Ntaimo, Suvrajeet Sen 
Publication date: 13 February 2009
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/9000
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Cites Work
- Partitioning procedures for solving mixed-variables programming problems
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- Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
- Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
- Disjunctive Programming
- The sample average approximation method applied to stochastic routing problems: a computational study
- An approach for strategic supply chain planning under uncertainty based on stochastic 0-1 programming
- The million-variable ``march for stochastic combinatorial optimization
- The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
- The integer \(L\)-shaped method for stochastic integer programs with complete recourse
- A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
- Schumann, a modeling framework for supply chain management under uncertainty
- Computational solution of capacity planning models under uncertainty
- Facility location models for immobile servers with stochastic demand
- Title not available (Why is that?)
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- A comparative study of decomposition algorithms for stochastic combinatorial optimization
Cited In (14)
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- Tight second stage formulations in two-stage stochastic mixed integer programs
- Solving stochastic and bilevel mixed-integer programs via a generalized value function
- On greedy approximation algorithms for a class of two-stage stochastic assignment problems
- Stochastic set packing problem
- A comparative study of decomposition algorithms for stochastic combinatorial optimization
- Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning
- Stochastic last mile relief network design with resource reallocation
- Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs
- A scenario decomposition algorithm for 0-1 stochastic programs
- Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs
- Disjunctive decomposition for two-stage stochastic mixed-binary programs with generalized upper bound constraints
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Fenchel decomposition for stochastic mixed-integer programming
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