Tight second stage formulations in two-stage stochastic mixed integer programs
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Publication:4609472
DOI10.1137/16M1083955zbMATH Open1395.90185OpenAlexW2738145410MaRDI QIDQ4609472FDOQ4609472
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
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convex hulldiscrete lot-sizingparametric cutscapacitated lot-sizing with backloggingcontinuous multi-mixing settight extended formulationtwo-stage stochastic mixed integer program
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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
- Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
- A solution approach for two-stage stochastic nonlinear mixed integer 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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