Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs
DOI10.1007/S10107-012-0615-YzbMATH Open1291.90143OpenAlexW2135791976MaRDI QIDQ2452371FDOQ2452371
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
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- scientific article; zbMATH DE number 1688600
finite convergenceBenders' decompositionGomory cutslexicographic dual simplex\(L\)-shaped methodtwo-stage stochastic integer programs
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- Integrated Backup Rolling Stock Allocation and Timetable Rescheduling with Uncertain Time-Variant Passenger Demand Under Disruptive Events
- A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs
- Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations
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- An integer decomposition algorithm for solving a two-stage facility location problem with second-stage activation costs
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- Improving the integer L-shaped method
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- A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs
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- About the Complexity of Two-Stage Stochastic IPs
- Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs
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- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Stochastic planning and scheduling with logic-based Benders decomposition
- Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
- Unified branch-and-Benders-cut for two-stage stochastic mixed-integer programs
- Algorithm for the N-2 Security-Constrained Unit Commitment Problem with Transmission Switching
- A solution algorithm for chance-constrained problems with integer second-stage recourse decisions
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