Dual decomposition in stochastic integer programming

Cites Work

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Proximity control in bundle methods for convex nondifferentiable minimization
Stochastic programming approaches to stochastic scheduling
Introduction to Stochastic Programming
Scenarios and Policy Aggregation in Optimization Under Uncertainty
The value of the stochastic solution in stochastic linear programs with fixed recourse
L-shaped decomposition of two-stage stochastic programs with integer recourse
Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
An algorithm for the construction of convex hulls in simple integer recourse programming
Lagrangean decomposition: A model yielding stronger lagrangean bounds
The integer \(L\)-shaped method for stochastic integer programs with complete recourse
On augmented Lagrangian decomposition methods for multistage stochastic programs
Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions

Cited In (only showing first 100 items - show all)

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
Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming
A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables
A lagrangean based branch-and-cut algorithm for global optimization of nonconvex mixed-integer nonlinear programs with decomposable structures
An efficient two-stage algorithm for decentralized scheduling of micro-CHP units
Optimal design of bilateral contracts for energy procurement
Duality gaps in nonconvex stochastic optimization
Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer
Optimization of R\&D project portfolios under endogenous uncertainty
The stochastic trim-loss problem
Cutting plane algorithms for solving a stochastic edge-partition problem
Solving planning and design problems in the process industry using mixed integer and global optimization
A hybrid scenario cluster decomposition algorithm for supply chain tactical planning under uncertainty
Lagrangean relaxation of the hull-reformulation of linear generalized disjunctive programs and its use in disjunctive branch and bound
Forward thresholds for operation of pumped-storage stations in the real-time energy market
Cluster Lagrangean decomposition in multistage stochastic optimization
A branch-and-bound method for discretely-constrained mathematical programs with equilibrium constraints
A two-stage stochastic mixed-integer programming approach to the index tracking problem
Integrated Multiresource Capacity Planning and Multitype Patient Scheduling
Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
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
An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects
An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management
Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure
Nonconvex generalized Benders decomposition for stochastic separable mixed-integer nonlinear programs
Stochastic programming approach for energy management in electric microgrids
Integration of progressive hedging and dual decomposition in stochastic integer programs
Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems
K-Adaptability in Two-Stage Robust Binary Programming
Measuring and maximizing resilience of freight transportation networks
Two-stage stochastic programming supply chain model for biodiesel production via wastewater treatment
Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition
Supply chain design under uncertainty using sample average approximation and dual decomposition
Short-term liner ship fleet planning with container transshipment and uncertain container shipment demand
A multiple-depot, multiple-vehicle, location-routing problem with stochastically processed demands
On a stochastic sequencing and scheduling problem
Two-Stage Stochastic Mixed-Integer Programs: Algorithms and Insights
A heuristic procedure for stochastic integer programs with complete recourse
Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach
Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function
On parallelizing dual decomposition in stochastic integer programming
A scenario decomposition algorithm for 0-1 stochastic programs
A class of stochastic programs with decision dependent uncertainty
A two-echelon stochastic facility location model for humanitarian relief logistics
A branch-and-cluster coordination scheme for selecting prison facility sites under uncertainty
A stochastic production planning problem with nonlinear cost
Applying the minimax criterion in stochastic recourse programs
Short-term hydropower production planning by stochastic programming
Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs
Conditional value-at-risk in stochastic programs with mixed-integer recourse
The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming
A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
A two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemes
Optimal capacity allocation in multi-auction electricity markets under uncertainty
Water distribution networks design under uncertainty
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?

Uses Software

CPLEX
NOA

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