On BFC-MSMIP strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming
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Publication:1040974
DOI10.1016/J.COR.2009.06.023zbMATH Open1176.90422OpenAlexW1966306904MaRDI QIDQ1040974FDOQ1040974
Authors: A. Garin, María Merino, Gloria Pérez, Laureano F. Escudero Bueno 
Publication date: 27 November 2009
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2009.06.023
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branch-and-fix coordinationnonanticipativity constraintstwin node familymultistage stochastic mixed 0-1 programmingscenario cluster partitioning
Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15) Mixed integer programming (90C11)
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Cited In (17)
- On solving strong multistage nonsymmetric stochastic mixed 0-1 problems
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees
- On air traffic flow management with rerouting. I: Deterministic case
- A parallelised distributed implementation of a branch and fix coordination algorithm
- An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. II: Parallelization
- Stochastic and semidefinite optimization for scheduling in orthogonal frequency division multiple access networks
- On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
- A hybrid scenario cluster decomposition algorithm for supply chain tactical planning under uncertainty
- Cluster Lagrangean decomposition in multistage stochastic optimization
- A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
- Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
- BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems
- Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems
- Structuring bilateral energy contract portfolios in competitive markets
- A branch-and-cluster coordination scheme for selecting prison facility sites under uncertainty
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