On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
From MaRDI portal
Publication:2502216
DOI10.1007/s10107-006-0724-6zbMath1138.90436OpenAlexW2010260752MaRDI QIDQ2502216
Publication date: 12 September 2006
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-006-0724-6
convexificationBenders' decompositionReformulation-Linearization Technique (RLT)Two-stage stochastic mixed-integer programs
Related Items
Scalable branching on dual decomposition of stochastic mixed-integer programming problems, On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming, BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems, Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization, Two-stage stochastic hierarchical multiple risk problems: Models and algorithms, Two-stage stochastic programming supply chain model for biodiesel production via wastewater treatment, Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition, An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects, Stochastic and risk management models and solution algorithm for natural gas transmission network expansion and LNG terminal location planning, Adjustable robust optimization with objective uncertainty, Using Lagrangian relaxation to locate hydrogen production facilities under uncertain demand: a case study from Norway, A Nested Cross Decomposition Algorithm for Power System Capacity Expansion with Multiscale Uncertainties, Fenchel decomposition for stochastic mixed-integer programming, Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems, Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs, Integer set reduction for stochastic mixed-integer programming, A decomposition approach to the two-stage stochastic unit commitment problem, Convex approximations for a class of mixed-integer recourse models, Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function, Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs, Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs, The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming, Two-Stage Stochastic Mixed-Integer Programs: Algorithms and Insights, A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables, On greedy approximation algorithms for a class of two-stage stochastic assignment problems, Stochastic set packing problem, A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables, Monotonic bounds in multistage mixed-integer stochastic programming, A Two-Stage Stochastic Integer Programming Approach to Integrated Staffing and Scheduling with Application to Nurse Management, A general algorithm for solving two-stage stochastic mixed \(0-1\) first-stage problems, Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty, A Unified Framework for Multistage Mixed Integer Linear Optimization, An algorithm for two-stage stochastic mixed-integer nonlinear convex problems
Cites Work
- Unnamed Item
- A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse
- The integer \(L\)-shaped method for stochastic integer programs with complete recourse
- Partitioning procedures for solving mixed-variables programming problems
- A cutting-plane approach to mixed 0-1 stochastic integer programs
- A reformulation-linearization technique for solving discrete and continuous nonconvex problems
- Stochastic integer programming: general models and algorithms
- L-shaped decomposition of two-stage stochastic programs with integer recourse
- Dual decomposition in stochastic integer programming
- On robust optimization of two-stage systems
- Convex approximations for complete integer recourse models
- A finite branch-and-bound algorithm for two-stage stochastic integer programs
- On structure and stability in stochastic programs with random technology matrix and complete integer recourse
- A lift-and-project cutting plane algorithm for mixed 0-1 programs
- Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
- The million-variable ``march for stochastic combinatorial optimization
- The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
- A Constructive Proof of the Representation Theorem for Polyhedral Sets Based on Fundamental Definitions
- A Cutting-Plane Game for Facial Disjunctive Programs
- The value function of an integer program
- Two‐stage stochastic integer programming: a survey
- Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse
- Robust Optimization of Large-Scale Systems