A note on constraint aggregation and value functions for two-stage stochastic integer programs
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Publication:2339848
DOI10.1016/J.DISOPT.2014.11.003zbMATH Open1308.90119OpenAlexW2055072792MaRDI QIDQ2339848FDOQ2339848
Oleg A. Prokopyev, Andrew C. Trapp
Publication date: 9 April 2015
Published in: Discrete Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.disopt.2014.11.003
Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15) Integer programming (90C10)
Cites Work
- Title not available (Why is that?)
- Dual decomposition in stochastic integer programming
- L-shaped decomposition of two-stage stochastic programs with integer recourse
- A finite branch-and-bound algorithm for two-stage stochastic integer programs
- Surrogate Constraint Duality in Mathematical Programming
- The Theory and Computation of Knapsack Functions
- On structure and stability in stochastic programs with random technology matrix and complete integer recourse
- Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach
- Two-stage quadratic integer programs with stochastic right-hand sides
- On a Level-Set Characterization of the Value Function of an Integer Program and Its Application to Stochastic Programming
- Decomposition of test sets in stochastic integer programming
Cited In (6)
- On exact solution approaches for bilevel quadratic 0-1 knapsack problem
- Solving the patient admission scheduling problem using constraint aggregation
- On the relationship between the value function and the efficient frontier of a mixed integer linear optimization problem
- A Gilmore-Gomory construction of integer programming value functions
- Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function
- Solving a class of two-stage stochastic nonlinear integer programs using value functions
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