Tight second stage formulations in two-stage stochastic mixed integer programs

DOI10.1137/16M1083955MaRDI QIDQ4609472zbMATH OpenOpenAlexFDO

Authors Manish Kumar Bansal, Kuo-Ling Huang, Sanjay Mehrotra

Publication date 3 April 2018

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/16m1083955

zbMATH Keywords

convex hulldiscrete lot-sizingparametric cutscapacitated lot-sizing with backloggingcontinuous multi-mixing settight extended formulationtwo-stage stochastic mixed integer program

Mathematics Subject Classification ID

Stochastic programming (90C15) Integer programming (90C10)

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Cites work

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Cited in

(12)

• Discrete multi-module capacitated lot-sizing problems with multiple items
• A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs
• Facets for single module and multi-module capacitated lot-sizing problems without backlogging
• Facets for continuous multi-mixing set with general coefficients and bounded integer variables
• Pseudo-valid cutting planes for two-stage mixed-integer stochastic programs with right-hand-side uncertainty
• A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models
• Integer set reduction for stochastic mixed-integer programming
• On solving two-stage distributionally robust disjunctive programs with a general ambiguity set
• A solution approach for two-stage stochastic nonlinear mixed integer programs
• Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
• Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs
• Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk

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