Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program

DOI10.1080/01630560902920668MaRDI QIDQ3395170zbMATH OpenOpenAlexFDO

Authors Zhiping Chen, Zongben Xu

Publication date 24 August 2009

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630560902920668

zbMATH Keywords

stabilityweak convergencecontinuitytwo-stageparametric integer programmingquadratic stochastic programs

Mathematics Subject Classification ID

Stochastic programming (90C15) Mixed integer programming (90C11) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20)

Recommendations

• Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse
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Cites work

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• Convex Analysis
• Introduction to Stochastic Programming
• L-shaped decomposition of two-stage stochastic programs with integer recourse
• Log-barrier method for two-stage quadratic stochastic programming
• Multistage quadratic stochastic programming
• Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
• Random test problems and parallel methods for quadratic programs and quadratic stochastic programs^∗
• Rates of Convergence in Stochastic Programs with Complete Integer Recourse
• Some aspects of stability in stochastic programming
• Stability in Two-Stage Stochastic Programming
• Stability of mixed-integer quadratic programming problems
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• Stochastic integer programming: general models and algorithms

Cited in

(9)

• Weak continuity of risk functionals with applications to stochastic programming
• Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs
• Continuity and stability of two-stage stochastic programs with quadratic continuous recourse
• Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse
• Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse
• Quantitative stability of mixed-integer two-stage quadratic stochastic programs
• scientific article; zbMATH DE number 124609 (Why is no real title available?)
• Stability of mixed-integer quadratic programming problems
• Continuity Properties of Expectation Functions in Stochastic Integer Programming

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