Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation
DOI10.1007/S11081-020-09563-2zbMATH Open1485.90074OpenAlexW3088314668MaRDI QIDQ2129194FDOQ2129194
Authors: Yanyan Li 
Publication date: 22 April 2022
Published in: Optimization and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11081-020-09563-2
Recommendations
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- An algorithm for two-stage stochastic mixed-integer nonlinear convex problems
- Efficient sample sizes in stochastic nonlinear programming
- Robust Stochastic Approximation Approach to Stochastic Programming
- A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables
mixed-integer nonlinear programmingstochastic programmingsample average approximationouter-approximation
Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15) Mixed integer programming (90C11)
Cites Work
- Exploiting integrality in the global optimization of mixed-integer nonlinear programming problems with BARON
- PySP: modeling and solving stochastic programs in Python
- Partitioning procedures for solving mixed-variables programming problems
- BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
- A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables
- An algorithm for two-stage stochastic mixed-integer nonlinear convex problems
- The empirical behavior of sampling methods for stochastic programming
- The sample average approximation method for stochastic discrete optimization
- Lectures on Stochastic Programming
- An outer-approximation algorithm for a class of mixed-integer nonlinear programs
- A branch and bound method for stochastic global optimization
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- Decomposition strategy for the stochastic pooling problem
- Nonconvex generalized Benders decomposition for stochastic separable mixed-integer nonlinear programs
- Asymptotic analysis of stochastic programs
- On structure and stability in stochastic programs with random technology matrix and complete integer recourse
- Outer approximation algorithms for separable nonconvex mixed-integer nonlinear programs
- Asymptotic Behavior of Optimal Solutions in Stochastic Programming
- A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs
- Pyomo -- optimization modeling in Python
- A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables
- A joint decomposition method for global optimization of multiscenario nonconvex mixed-integer nonlinear programs
- A scalable global optimization algorithm for stochastic nonlinear programs
Cited In (3)
Uses Software
This page was built for publication: Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2129194)
