Dual decomposition in stochastic integer programming

Cites Work

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Proximity control in bundle methods for convex nondifferentiable minimization
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Scenarios and Policy Aggregation in Optimization Under Uncertainty
The value of the stochastic solution in stochastic linear programs with fixed recourse
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Cited In (only showing first 100 items - show all)

Risk Aversion in Two-Stage Stochastic Integer Programming
Optimization of Dispersed Generation Systems including Risk Aversion
BBPH: using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs
Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs
Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations
Dual nested decomposition of staircase linear programs
A sample robust optimal bidding model for a virtual power plant
Exact solutions to a class of stochastic generalized assignment problems
A multi-stage stochastic integer programming approach for locating electric vehicle charging stations
An L-shaped method with strengthened lift-and-project cuts
Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme
A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound
A Nested Cross Decomposition Algorithm for Power System Capacity Expansion with Multiscale Uncertainties
Winner determination with sustainable-flexible considerations under demand uncertainty in transportation service procurement auctions
On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs
A two-stage exact algorithm for optimization of neural network ensemble
A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs
Short-term manpower planning for MRT carriage maintenance under mixed deterministic and stochastic demands
On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty
A joint decomposition method for global optimization of multiscenario nonconvex mixed-integer nonlinear programs
A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models
Supporting platelet inventory management decisions: what is the effect of extending platelets' shelf life?
The Benders Dual Decomposition Method
The MIP workshop 2023 computational competition on reoptimization
Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems
New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation
A survey on dual decomposition methods
A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs
A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities
Scenario-dominance to multi-stage stochastic lot-sizing and knapsack problems
Strong Formulations for Multistage Stochastic Self-Scheduling Unit Commitment
Stochastic Lipschitz dynamic programming
An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
Scenario-based learning for stochastic combinatorial optimisation
On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies
Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
Stochastic dual dynamic integer programming
Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning
Underground mine scheduling under uncertainty
Two-stage stochastic nonlinear winner determination for logistics service procurement auctions under quantity discounts
Value function gradient learning for large-scale multistage stochastic programming problems
A note on constraint aggregation and value functions for two-stage stochastic integer programs
On the enrouting protocol problem under uncertainty
Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty
Stochastic programming for qualification management of parallel machines in semiconductor manufacturing
Stochastic Planning and Scheduling with Logic-Based Benders Decomposition
An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming
Lagrange dual bound computation for stochastic service network design
Asynchronous Lagrangian scenario decomposition
A decomposition approach for optimal gas network extension with a finite set of demand scenarios
Hierarchical MPC schemes for periodic systems using stochastic programming
The \(p\)-Lagrangian relaxation for separable nonconvex MIQCQP problems
Stochastic 0-1 linear programming under limited distributional information
Offshore oilfield development planning under uncertainty and fiscal considerations
Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming
Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs
A new cross decomposition method for stochastic mixed-integer linear programming
A branch-and-bound method for multistage stochastic integer programs with risk objectives
A Lagrangian decomposition scheme for choice-based optimization
Resilient route design for collection of material from suppliers with split deliveries and stochastic demands
A scalable global optimization algorithm for stochastic nonlinear programs
Decomposition methods for global solution of mixed-integer linear programs
Experimentation with Benders decomposition for solving the two-timescale stochastic generation capacity expansion problem
A management system for decompositions in stochastic programming
A Lagrangian relaxation approach for stochastic network capacity expansion with budget constraints
A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables
B\&B frameworks for the capacity expansion of high speed telecommunication networks under uncertainty
Extreme Ray Feasibility Cuts for Unit Commitment with Uncertainty
Optimization-Driven Scenario Grouping
Parallel subgradient algorithm with block dual decomposition for large-scale optimization
Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter
A hybrid genetic algorithm for scheduling jobs sharing multiple resources under uncertainty
Analysis of Sparse Cutting Planes for Sparse MILPs with Applications to Stochastic MILPs
A Scalable Bounding Method for Multistage Stochastic Programs
Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector
Stochastic optimization models in forest planning: a progressive hedging solution approach
Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
Multi-period fourth-party logistics network design with the temporary outsourcing service under demand uncertainty
Unified branch-and-Benders-cut for two-stage stochastic mixed-integer programs
Stochastic forestry planning under market and growth uncertainty
On deviation measures in stochastic integer programming
Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
PySP: modeling and solving stochastic programs in Python
A decomposition method for large scale MILPs, with performance guarantees and a power system application
Minimizing value-at-risk in single-machine scheduling
Unit commitment in electricity pool markets
A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment
Decomposition algorithm for large-scale two-stage unit-commitment
Divide to conquer: decomposition methods for energy optimization
A general algorithm for solving two-stage stochastic mixed \(0-1\) first-stage problems
Scalable branching on dual decomposition of stochastic mixed-integer programming problems
Integer set reduction for stochastic mixed-integer programming
BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
A Stochastic Integer Programming Approach to Air Traffic Scheduling and Operations
A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems
Cutting planes for the multistage stochastic unit commitment problem
Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
Stochastic set packing problem
Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
Structuring Bilateral Energy Contract Portfolios in Competitive Markets

Uses Software

CPLEX
NOA

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