Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs

DOI10.1007/S10107-012-0615-YMaRDI QIDQ2452371zbMATH OpenOpenAlexFDO

Authors Dinakar Gade, Simge Küçükyavuz, Suvrajeet Sen

Publication date 2 June 2014

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

Full work available at URL https://doi.org/10.1007/s10107-012-0615-y

zbMATH Keywords

finite convergenceBenders' decompositionGomory cutslexicographic dual simplex\(L\)-shaped methodtwo-stage stochastic integer programs

Mathematics Subject Classification ID

Stochastic programming (90C15) Integer programming (90C10)

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Cited in

(51)

• An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
• A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models
• Disjunctive decomposition for two-stage stochastic mixed-binary programs with random recourse
• A two-stage stochastic programming approach for influence maximization in social networks
• Stochastic programming analysis and solutions to schedule overcrowded operating rooms in China
• Cutting planes for the multistage stochastic unit commitment problem
• Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables
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• scientific article; zbMATH DE number 1688600 (Why is no real title available?)

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