Fenchel decomposition for stochastic mixed-integer programming
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Publication:1937960
DOI10.1007/s10898-011-9817-8zbMath1262.90117OpenAlexW1982737192MaRDI QIDQ1937960
Publication date: 1 February 2013
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-011-9817-8
Related Items (13)
Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure ⋮ Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables ⋮ Logic-Based Benders Decomposition and Binary Decision Diagram Based Approaches for Stochastic Distributed Operating Room Scheduling ⋮ On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs ⋮ Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness ⋮ Integer set reduction for stochastic mixed-integer programming ⋮ Mixed-integer programming models for optimal constellation scheduling given cloud cover uncertainty ⋮ Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function ⋮ Algorithm for the N-2 Security-Constrained Unit Commitment Problem with Transmission Switching ⋮ A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models ⋮ Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations ⋮ Improving the Integer L-Shaped Method ⋮ An L-shaped method with strengthened lift-and-project cuts
Uses Software
Cites Work
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