Stochastic binary problems with simple penalties for capacity constraints violations

DOI10.1007/s10107-012-0520-4zbMath1266.90134OpenAlexW2036826174MaRDI QIDQ1949274

Martine Labbé, Michael Poss, François V. Louveaux, Bernard Fortz

Publication date: 6 May 2013

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

Full work available at URL: https://doi.org/10.1007/s10107-012-0520-4

zbMATH Keywords

stochastic programmingbranch-and-cut algorithmknapsack problemmixed-integer nonlinear programmingpseudo-polynomial algorithm

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15) Boolean programming (90C09)

Related Items

Robust optimization approach for a chance-constrained binary knapsack problem, STATIC STOCHASTIC KNAPSACK PROBLEMS, Robust combinatorial optimization with variable budgeted uncertainty, Stochastic programs with binary distributions: structural properties of scenario trees and algorithms, The static stochastic knapsack problem with normally distributed item sizes, Convexity and Solutions of Stochastic Multidimensional 0-1 Knapsack Problems with Probabilistic Constraints, Planning rolling stock maintenance: optimization of train arrival dates at a maintenance center

Uses Software

• CPLEX
• Knapsack
• Bonmin
• FilMINT
• MULKNAP

Cites Work

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