Multicut Benders decomposition algorithm for process supply chain planning under uncertainty
From MaRDI portal
Publication:2442082
DOI10.1007/s10479-011-0974-4zbMath1284.90046OpenAlexW2051832598MaRDI QIDQ2442082
Ignacio E. Grossmann, Fengqi You
Publication date: 31 March 2014
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-011-0974-4
Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)
Related Items
Developing childhood vaccine administration and inventory replenishment policies that minimize open vial wastage, A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems, Supply–demand hub in industrial clusters: a stochastic approach, Supplier selection in the processed food industry under uncertainty, An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management, Optimal sales and operations planning for integrated steel industries, The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs, Improved combinatorial Benders decomposition for a scheduling problem with unrelated parallel machines, A robust optimization model for agile and build-to-order supply chain planning under uncertainties, Hierarchical decompositions for MPC of resource constrained control systems: applications to building energy management, An improved L-shaped method for solving process flexibility design problems, Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse, تخصیص بودجه ی بهینه به منظور افزایش ایمنی محور شیراز-آباده به روش تجزیه بندر, A complementarity model for electric power transmission-distribution coordination under uncertainty, A Benders decomposition algorithm for the maximum availability service facility location problem
Uses Software
Cites Work
- Unnamed Item
- Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program
- Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
- Stochastic programming approach to optimization under uncertainty
- Enhancements of two-stage stochastic decomposition
- Analysis of stochastic problem decomposition algorithms in computational grids
- A multicut algorithm for two-stage stochastic linear programs
- Partitioning procedures for solving mixed-variables programming problems
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
- A simulation-based approach to two-stage stochastic programming with recourse
- Decomposition methods in stochastic programming
- Parallel decomposition of multistage stochastic programming problems
- Decomposition algorithms for stochastic programming on a computational grid
- A cutting plane method from analytic centers for stochastic programming
- A two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemes
- A stochastic programming approach for supply chain network design under uncertainty
- The empirical behavior of sampling methods for stochastic programming
- Benders Decomposition for Large-Scale Uncapacitated Hub Location
- Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition
- Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse
- Nested Benders decomposition and dynamic programming for reservoir optimisation
- Accelerating Benders method using covering cut bundle generation
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- Introduction to Stochastic Programming
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- Building and solving large-scale stochastic programs on an affordable distributed computing system
