On intersection of two mixing sets with applications to joint chance-constrained programs

DOI10.1007/s10107-018-1231-2zbMath1412.90095OpenAlexW2794099954MaRDI QIDQ2414899

Fatma Kılınç-Karzan, Simge Küçükyavuz, Xiao Liu

Publication date: 17 May 2019

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

Full work available at URL: https://doi.org/10.1007/s10107-018-1231-2

zbMATH Keywords

convex hullseparationbranch-and-cutmixing inequalitiestwo-sided/joint chance-constraints

Mathematics Subject Classification ID

Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)

Related Items

Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness ⋮ Two-row and two-column mixed-integer presolve using hashing-based pairing methods ⋮ Probabilistic Partial Set Covering with an Oracle for Chance Constraints ⋮ On the chance-constrained minimum spanning \(k\)-core problem ⋮ Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens ⋮ Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity

Cites Work

• Unnamed Item
• On the mixing set with a knapsack constraint
• Decomposition algorithms for two-stage chance-constrained programs
• A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
• Mixed integer linear programming formulations for probabilistic constraints
• An integer programming approach for linear programs with probabilistic constraints
• A multicut algorithm for two-stage stochastic linear programs
• A polyhedral study on chance constrained program with random right-hand side
• A polyhedral study of the static probabilistic lot-sizing problem
• On mixing sets arising in chance-constrained programming
• Chance-Constrained Optimal Power Flow: Risk-Aware Network Control under Uncertainty
• The mixed vertex packing problem.
• Mixing mixed-integer inequalities

This page was built for publication: On intersection of two mixing sets with applications to joint chance-constrained programs