The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
From MaRDI portal
Publication:2570997
DOI10.1007/s10107-004-0566-zzbMath1159.90464OpenAlexW1964974282MaRDI QIDQ2570997
Publication date: 31 October 2005
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-004-0566-z
Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)
Related Items
Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs, Cutting planes for the multistage stochastic unit commitment problem, On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming, An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information, Stochastic Planning and Scheduling with Logic-Based Benders Decomposition, Integrated Backup Rolling Stock Allocation and Timetable Rescheduling with Uncertain Time-Variant Passenger Demand Under Disruptive Events, K-Adaptability in Two-Stage Robust Binary Programming, Theoretical challenges towards cutting-plane selection, An extended formulation for two-stage stochastic unit commitment with reserves, 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, Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables, Mathematical programming formulations for approximate simulation of multistage production systems, Stochastic and risk management models and solution algorithm for natural gas transmission network expansion and LNG terminal location planning, Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs, A stochastic programming approach for chemotherapy appointment scheduling, Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk, On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs, Fenchel decomposition for stochastic mixed-integer programming, Strong Formulations for Multistage Stochastic Self-Scheduling Unit Commitment, Benders-type branch-and-cut algorithms for capacitated facility location with single-sourcing, Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness, Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems, A solution algorithm for chance-constrained problems with integer second-stage recourse decisions, Stochastic last mile relief network design with resource reallocation, Totally unimodular stochastic programs, Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs, Integer set reduction for stochastic mixed-integer programming, A decomposition approach for solving a broadcast domination network design problem, 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, Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs, Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs, A Stochastic Integer Programming Approach to Air Traffic Scheduling and Operations, Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs, A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models, The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming, Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations, A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs, Two-Stage Stochastic Mixed-Integer Programs: Algorithms and Insights, The Benders decomposition algorithm: a literature review, A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables, A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound, Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming, Stochastic set packing problem, Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach, On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables, A Two-Stage Stochastic Integer Programming Approach to Integrated Staffing and Scheduling with Application to Nurse Management, A comparative study of decomposition algorithms for stochastic combinatorial optimization, A general algorithm for solving two-stage stochastic mixed \(0-1\) first-stage problems, Effects of feasibility cuts in Lagrangian relaxation for a two-stage stochastic facility location and network flow problem, Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Generalized Upper Bound Constraints, Analysis of Sparse Cutting Planes for Sparse MILPs with Applications to Stochastic MILPs, Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty, On solving two-stage distributionally robust disjunctive programs with a general ambiguity set, Improving the Integer L-Shaped Method, Cutting plane algorithms for solving a stochastic edge-partition problem, Multistage Stochastic Power Generation Scheduling Co-Optimizing Energy and Ancillary Services, Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector, A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs, A Unified Framework for Multistage Mixed Integer Linear Optimization, An L-shaped method with strengthened lift-and-project cuts, A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The integer \(L\)-shaped method for stochastic integer programs with complete recourse
- A branch and bound algorithm for extreme point mathematical programming problems
- Partitioning procedures for solving mixed-variables programming problems
- Optimization with disjunctive constraints
- Facial disjunctive programs and sequences of cutting-planes
- Relaxations for probabilistically constrained programs with discrete random variables
- A cutting-plane approach to mixed 0-1 stochastic integer programs
- Stochastic integer programming: general models and algorithms
- Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions
- Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
- A modified lift-and-project procedure
- Epigraphical nesting: A unifying theory for the convergence of algorithms
- On the convex hull of the simple integer recourse objective function
- A closed-form representation of mixed-integer program value functions
- An algorithm for the construction of convex hulls in simple integer recourse programming
- A lift-and-project cutting plane algorithm for mixed 0-1 programs
- On Optimal Allocation of Indivisibles Under Uncertainty
- Nondifferentiable reverse convex programs and facetial convexity cuts via a disjunctive characterization
- Continuity Properties of Expectation Functions in Stochastic Integer Programming
- A Hierarchy of Relaxations between the Continuous and Convex Hull Representations for Zero-One Programming Problems
- The Cutting-Plane Method for Solving Convex Programs
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- On the convergence of cutting plane algorithms for a class of nonconvex mathematical programs
- Facet inequalities from simple disjunctions in cutting plane theory
- A Cutting-Plane Game for Facial Disjunctive Programs
- Two stage linear programming under uncertainty with 0–1 integer first stage variables
- The value function of an integer program
- On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization
- Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
- A Modified Benders' Partitioning Algorithm for Mixed Integer Programming
- Disjunctive Programming
- Introduction to Stochastic Programming
- Mixed 0-1 Programming by Lift-and-Project in a Branch-and-Cut Framework
- Variational Analysis
- A Geometric Buchberger Algorithm for Integer Programming
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty