Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure

DOI10.1016/J.COR.2014.12.011zbMATH Open1348.90499OpenAlexW2042904463MaRDI QIDQ337541FDOQ337541

Authors: Eric Beier, Saravanan Venkatachalam, Luca Corolli, Lewis Ntaimo 

Publication date: 10 November 2016

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2014.12.011

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zbMATH Keywords

integer programmingstochastic programmingscenario decompositionFD cutsspecial structure

Mathematics Subject Classification ID

Stochastic programming (90C15) Mixed integer programming (90C11)

Cites Work

• Partitioning procedures for solving mixed-variables programming problems
• Proximity control in bundle methods for convex nondifferentiable minimization
• Dual decomposition in stochastic integer programming
• Title not available (Why is that?)
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
• Valid inequalities for mixed integer linear programs
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Solving \(0/1\) integer programs with enumeration cutting planes
• The dynamic and stochastic knapsack problem
• Fenchel Cutting Planes for Integer Programs
• The Dynamic and Stochastic Knapsack Problem with Random Sized Items
• The integer \(L\)-shaped method for stochastic integer programs with complete recourse
• Progressive hedging as a meta-heuristic applied to stochastic lot-sizing
• Fenchel decomposition for stochastic mixed-integer programming
• Solving linear programming relaxations associated with Lagrangean relaxations by Fenchel cutting planes
• An algorithm for maximizing target achievement in the stochastic knapsack problem with normal returns
• Generating Fenchel Cutting Planes for Knapsack Polyhedra
• Solving capacitated facility location problems by Fenchel cutting planes
• On the Convergence of Fenchel Cutting Planes in Mixed-Integer Programming
• Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs
• A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem

Cited In (7)

• Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
• Two-stage absolute semi-deviation mean-risk stochastic programming: an application to the supply chain replenishment problem
• Integer set reduction for stochastic mixed-integer programming
• Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
• Logic-Based Benders Decomposition and Binary Decision Diagram Based Approaches for Stochastic Distributed Operating Room Scheduling
• Lagrange dual bound computation for stochastic service network design
• Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design

Uses Software

• CPLEX

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