Disjunctive decomposition for two-stage stochastic mixed-binary programs with random recourse
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Publication:3100464
DOI10.1287/OPRE.1090.0693zbMATH Open1226.90056OpenAlexW2137720426MaRDI QIDQ3100464FDOQ3100464
Authors: Lewis Ntaimo 
Publication date: 24 November 2011
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1090.0693
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Cited In (33)
- Tight second stage formulations in two-stage stochastic mixed integer programs
- A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse
- A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound
- Pseudo-valid cutting planes for two-stage mixed-integer stochastic programs with right-hand-side uncertainty
- Solving stochastic and bilevel mixed-integer programs via a generalized value function
- On greedy approximation algorithms for a class of two-stage stochastic assignment problems
- Integer set reduction for stochastic mixed-integer programming
- The MIP workshop 2023 computational competition on reoptimization
- Cutting planes for the multistage stochastic unit commitment problem
- Underground mine scheduling under uncertainty
- On solving two-stage distributionally robust disjunctive programs with a general ambiguity set
- Stochastic and risk management models and solution algorithm for natural gas transmission network expansion and LNG terminal location planning
- L-shaped decomposition of two-stage stochastic programs with integer recourse
- Totally unimodular stochastic programs
- An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects
- An improved L-shaped method for solving process flexibility design problems
- Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure
- Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
- A decomposition approach to the two-stage stochastic unit commitment problem
- Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs
- A stochastic integer programming approach to air traffic scheduling and operations
- Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs
- 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
- Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse
- Multicut Benders decomposition algorithm for process supply chain planning under uncertainty
- Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs
- Extreme Ray Feasibility Cuts for Unit Commitment with Uncertainty
- Disjunctive decomposition for two-stage stochastic mixed-binary programs with generalized upper bound constraints
- The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming
- Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector
- An asynchronous parallel benders decomposition method for stochastic network design problems
- Unified branch-and-Benders-cut for two-stage stochastic mixed-integer programs
- Mixed-integer programming models for optimal constellation scheduling given cloud cover uncertainty
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