Beam search heuristic to solve stochastic integer problems under probabilistic constraints

DOI10.1016/j.ejor.2004.02.027zbMath1074.90031MaRDI QIDQ2484339

Ruszczyński, Andrzej, Patrizia Beraldi

Publication date: 1 August 2005

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2004.02.027

zbMATH Keywords

Combinatorial optimization; Stochastic programming; Beam search heuristic

Mathematics Subject Classification ID

90C10: Integer programming

90C15: Stochastic programming

90C59: Approximation methods and heuristics in mathematical programming

Related Items

Backtracking and exchange of information: Methods to enhance a beam search algorithm for assembly line scheduling

Uses Software

• CPLEX
• OR-Library

Cites Work

• Relaxations for probabilistically constrained programs with discrete random variables
• Stochastic vehicle routing
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• Strategic facility location: A review
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• The Probabilistic Set-Covering Problem
• Maximizing Submodular Set Functions: Formulations and Analysis of Algorithms
• A branch and bound method for stochastic integer problems under probabilistic constraints
• Contributions to the theory of stochastic programming
• Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
• Chance Constrained Programming with Joint Constraints
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