Two-stage stochastic mixed-integer programs: algorithms and insights
From MaRDI portal
Publication:3565463
Recommendations
- Algorithms for stochastic mixed-integer programming models
- On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
- Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
- Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs
- Finitely convergent decomposition algorithms for two-stage stochastic pure integer programs
Cites work
- scientific article; zbMATH DE number 1688599 (Why is no real title available?)
- scientific article; zbMATH DE number 1175949 (Why is no real title available?)
- scientific article; zbMATH DE number 1416629 (Why is no real title available?)
- scientific article; zbMATH DE number 5040085 (Why is no real title available?)
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- A Cutting-Plane Game for Facial Disjunctive Programs
- A Hierarchy of Relaxations between the Continuous and Convex Hull Representations for Zero-One Programming Problems
- A converse for disjunctive constraints
- A cutting-plane approach to mixed 0-1 stochastic integer programs
- A finite branch-and-bound algorithm for two-stage stochastic integer programs
- A hierarchy of relaxations and convex hull characterizations for mixed- integer zero-one programming problems
- A lift-and-project cutting plane algorithm for mixed 0-1 programs
- A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse
- A modified lift-and-project procedure
- An algorithm for the construction of convex hulls in simple integer recourse programming
- An approach for strategic supply chain planning under uncertainty based on stochastic 0-1 programming
- BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
- Decomposition of test sets in stochastic integer programming
- Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
- Disjunctive Programming
- Dual decomposition in stochastic integer programming
- Dynamic capacity acquisition and assignment under uncertainty
- L-shaped decomposition of two-stage stochastic programs with integer recourse
- Mixed 0-1 Programming by Lift-and-Project in a Branch-and-Cut Framework
- On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
- On structure and stability in stochastic programs with random technology matrix and complete integer recourse
- On the convex hull of the simple integer recourse objective function
- On the foundations of linear and integer linear programming I
- Optimization with disjunctive constraints
- Partitioning procedures for solving mixed-variables programming problems
- Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse
- Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions
- Stochastic integer programming: general models and algorithms
- Stochastic programming with integer variables
- The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
- The integer \(L\)-shaped method for stochastic integer programs with complete recourse
- The million-variable ``march for stochastic combinatorial optimization
- The value function of an integer program
- Two stage linear programming under uncertainty with 0–1 integer first stage variables
- Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach
- Two‐stage stochastic integer programming: a survey
Cited in
(26)- Multiobjective two-stage stochastic programming problems with interval discrete random variables
- A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models
- Two-stage optimization problems with multivariate stochastic order constraints
- Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs
- A converging Benders' decomposition algorithm for two-stage mixed-integer recourse models
- Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning
- A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables
- A unified framework for multistage mixed integer linear optimization
- Tight second stage formulations in two-stage stochastic mixed integer programs
- Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
- scientific article; zbMATH DE number 1688599 (Why is no real title available?)
- An algorithm for two-stage stochastic mixed-integer nonlinear convex problems
- Disjunctive decomposition for two-stage stochastic mixed-binary programs with generalized upper bound constraints
- Vehicle routing with probabilistic capacity constraints
- On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming
- Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs
- Finitely convergent decomposition algorithms for two-stage stochastic pure integer programs
- Algorithms for stochastic mixed-integer programming models
- On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
- Stochastic two-stage programming
- A hybrid path-relinking method for solving two-stage stochastic integer problems
- Two‐stage stochastic integer programming: a survey
- Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure
- An efficient computational method for large scale surgery scheduling problems with chance constraints
- A solution approach for two-stage stochastic nonlinear mixed integer programs
- A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions
This page was built for publication: Two-stage stochastic mixed-integer programs: algorithms and insights
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3565463)
