Quantitative stability of mixed-integer two-stage quadratic stochastic programs

DOI10.1007/S00186-010-0326-1MaRDI QIDQ1935928zbMATH OpenOpenAlexFDO

Authors Zhiping Chen, Youpan Han

Publication date 20 February 2013

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00186-010-0326-1

zbMATH Keywords

mixed-integer programmingquadratic programmingstabilitytwo-stage stochastic programming

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31)

Review text

The mixed-integer quadratic stochastic programming problems, with fixed recource matrices and random costs, technology matrices and right-hand sides, are considered. The quantitative stability of the optimal value function and the optimal solution set, with respect to the perturbations of the underlying probability distribution, is proved.

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Cites work

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• scientific article; zbMATH DE number 3791104 (Why is no real title available?)
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Cited in

(12)

• Quantitative stability of multistage stochastic programs via calm modifications
• Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse
• Stability of mixed-integer quadratic programming problems
• Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program
• Two-Stage Stochastic Programs with Mixed Probabilities
• scientific article; zbMATH DE number 4072734 (Why is no real title available?)
• scientific article; zbMATH DE number 641576 (Why is no real title available?)
• Two-stage quadratic integer programs with stochastic right-hand sides
• scientific article; zbMATH DE number 1953200 (Why is no real title available?)
• Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse
• Stability of multistage stochastic programs with quadratic objective functions
• Quantitative stability of fully random mixed-integer two-stage stochastic programs

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