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

\(L\)-shaped methodBenders' decompositionfinite convergenceGomory cutslexicographic dual simplextwo-stage stochastic integer programs

Mathematics Subject Classification ID

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

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Cited in

(58)

• Decomposition of test sets in stochastic integer programming
• Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs
• An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
• A two-stage stochastic programming approach for influence maximization in social networks
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• A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables
• A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs
• An L-shaped method with strengthened lift-and-project cuts
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• Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables
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• Stochastic red-blue set covering: a decomposition approach
• Title not available (Why is no real title available?)

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