The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming
From MaRDI portal
Publication:507318
DOI10.1007/s10107-016-1006-6zbMath1356.90098OpenAlexW2339696208MaRDI QIDQ507318
Publication date: 3 February 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-016-1006-6
Benders' decompositioncutting plane tree algorithmmulti-term disjunctive cuttwo-stage stochastic mixed-integer programs
Large-scale problems in mathematical programming (90C06) Integer programming (90C10) Stochastic programming (90C15)
Related Items
Scalable branching on dual decomposition of stochastic mixed-integer programming problems, Optimal crashing of an activity network with disruptions, Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk, On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs, Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness, A solution algorithm for chance-constrained problems with integer second-stage recourse decisions, Correction to: ``The ancestral Benders' cutting-plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming, Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function, A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models, A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs, A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables, A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables, Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty, A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs, An L-shaped method with strengthened lift-and-project cuts
Cites Work
- Unnamed Item
- A computational study of the cutting plane tree algorithm for general mixed-integer linear programs
- On convergence in mixed integer programming
- Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions
- L-shaped decomposition of two-stage stochastic programs with integer recourse
- Dual decomposition in stochastic integer programming
- A finite branch-and-bound algorithm for two-stage stochastic integer programs
- A lift-and-project cutting plane algorithm for mixed 0-1 programs
- Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs
- A two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemes
- Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
- The million-variable ``march for stochastic combinatorial optimization
- Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach
- On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
- The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
- Enhanced Cut Generation Methods for Decomposition-Based Branch and Cut for Two-Stage Stochastic Mixed-Integer Programs
- Finite Disjunctive Programming Characterizations for General Mixed-Integer Linear Programs
- Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse
- A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
- On the Value of Binary Expansions for General Mixed-Integer Linear Programs
- Two stage linear programming under uncertainty with 0–1 integer first stage variables
- Disjunctive Programming
- Finitely Convergent Decomposition Algorithms for Two-Stage Stochastic Pure Integer Programs
- On a Level-Set Characterization of the Value Function of an Integer Program and Its Application to Stochastic Programming
- A disjunctive cutting plane procedure for general mixed-integer linear programs