Stochastic programming with integer variables

From MaRDI portal
Publication:1403291

DOI10.1007/s10107-003-0445-zzbMath1035.90053OpenAlexW229300124MaRDI QIDQ1403291

Rüdiger Schultz

Publication date: 1 September 2003

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

Full work available at URL: https://doi.org/10.1007/s10107-003-0445-z




Related Items (78)

A heuristic procedure for stochastic integer programs with complete recourseMinimum cardinality non-anticipativity constraint sets for multistage stochastic programmingOn multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertaintyOn a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programmingBFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problemsAn approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD informationForward thresholds for operation of pumped-storage stations in the real-time energy marketK-Adaptability in Two-Stage Robust Binary ProgrammingScenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimizationDynamic pooled capacity deployment for urban parcel logisticsComputational strategies for non-convex multistage MINLP models with decision-dependent uncertainty and~gradual uncertainty resolutionAn exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspectsUnnamed ItemOn a stochastic sequencing and scheduling problemMultiproduct Newsvendor Problem with Customer-Driven Demand Substitution: A Stochastic Integer Program PerspectiveOn the enrouting protocol problem under uncertaintyA two-stage stochastic mixed-integer programming approach to the index tracking problemPostoptimality for mean-risk stochastic mixed-integer programs and its applicationQuantitative stability of fully random two-stage stochastic programs with mixed-integer recourseFenchel decomposition for stochastic mixed-integer programmingLagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problemsWeak Continuity of Risk Functionals with Applications to Stochastic ProgrammingThe airline long-haul fleet planning problem: the case of TAP service to/from BrazilOn Shape Optimization with Stochastic LoadingsComputational study of decomposition algorithms for mean-risk stochastic linear programsSolving multistage quantified linear optimization problems with the alpha-beta nested Benders decompositionModel-based production cost estimation to support bid processes: an automotive case studyTwo-stage quadratic integer programs with stochastic right-hand sidesDeviation measures in linear two-stage stochastic programmingRandomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity OptimizationTwo-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarterTotally unimodular stochastic programsRecent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production PlanningStructuring Bilateral Energy Contract Portfolios in Competitive MarketsRisk Management with Stochastic Dominance Models in Energy Systems with Dispersed GenerationSampling Scenario Set Partition Dual Bounds for Multistage Stochastic ProgramsThe design of robust value-creating supply chain networksTwo-stage absolute semi-deviation mean-risk stochastic programming: an application to the supply chain replenishment problemForestry management under uncertaintyQuantitative stability of fully random mixed-integer two-stage stochastic programsQuasi-Monte Carlo methods for two-stage stochastic mixed-integer programsA loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse modelsDecomposition methods for the two-stage stochastic Steiner tree problemWorkforce planning at USPS mail processing and distribution centers using stochastic optimizationHigher-order total variation bounds for expectations of periodic functions and simple integer recourse approximationsTwo-Stage Stochastic Mixed-Integer Programs: Algorithms and InsightsStochastic survivable network design problems: theory and practiceBounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaRA two-echelon stochastic facility location model for humanitarian relief logisticsA two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemesA branch-and-cluster coordination scheme for selecting prison facility sites under uncertaintyAn algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario treesOn solving strong multistage nonsymmetric stochastic mixed 0-1 problemsA Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error BoundDecomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programmingPre-disaster investment decisions for strengthening a highway networkOn greedy approximation algorithms for a class of two-stage stochastic assignment problemsConvexity and decomposition of mean-risk stochastic programsA multiobjective metaheuristic for a mean-risk multistage capacity investment problemStochastic set packing problemDesigning a two-echelon distribution network under demand uncertaintyTwo-stage integer programs with stochastic right-hand sides: A superadditive dual approachA class of stochastic programs with decision dependent uncertaintyA multiobjective metaheuristic for a mean-risk static stochastic knapsack problemThe bilevel knapsack problem with stochastic right-hand sidesQuality evaluation of scenario-tree generation methods for solving stochastic programming problemsA general algorithm for solving two-stage stochastic mixed \(0-1\) first-stage problemsRisk neutral and risk averse power optimization in electricity networks with dispersed generationDisjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Generalized Upper Bound ConstraintsOn SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertaintyStudying the interdependence of contractual and operational flexibilities in the market of specialty chemicalsModeling methods and a branch and cut algorithm for pharmaceutical clinical trial planning using stochastic programmingParametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vectorA stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitmentA family of stochastic programming test problems based on a model for tactical manpower planningA binary decision diagram based algorithm for solving a class of binary two-stage stochastic programsAbout Lagrangian methods in integer optimizationSolving planning and design problems in the process industry using mixed integer and global optimization




This page was built for publication: Stochastic programming with integer variables