The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming

DOI10.1007/S10107-016-1006-6zbMATH Open1356.90098OpenAlexW2339696208MaRDI QIDQ507318FDOQ507318

Authors: Yunwei Qi, Suvrajeet Sen 

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

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zbMATH Keywords

Benders' decompositioncutting plane tree algorithmmulti-term disjunctive cuttwo-stage stochastic mixed-integer programs

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15) Integer programming (90C10)

Cites Work

• Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
• On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
• Dual decomposition in stochastic integer programming
• A lift-and-project cutting plane algorithm for mixed 0-1 programs
• Disjunctive Programming
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• A finite branch-and-bound algorithm for two-stage stochastic integer programs
• Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs
• The million-variable ``march for stochastic combinatorial optimization
• The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
• 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
• Two stage linear programming under uncertainty with 0–1 integer first stage variables
• A two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemes
• Finite Disjunctive Programming Characterizations for General Mixed-Integer Linear Programs
• A disjunctive cutting plane procedure 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
• Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach
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• On the Value of Binary Expansions for General Mixed-Integer Linear Programs
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• Finitely convergent decomposition algorithms for two-stage stochastic pure integer programs
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Cited In (27)

• A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs
• An L-shaped method with strengthened lift-and-project cuts
• Pseudo-valid cutting planes for two-stage mixed-integer stochastic programs with right-hand-side uncertainty
• Strengthened benders cuts for stochastic integer programs with continuous recourse
• Solving stochastic and bilevel mixed-integer programs via a generalized value function
• On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs
• Scalable branching on dual decomposition of stochastic mixed-integer programming problems
• A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models
• Integer set reduction for stochastic mixed-integer programming
• 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
• Enhanced cut generation methods for decomposition-based branch and cut for two-stage stochastic mixed-integer programs
• Optimal crashing of an activity network with disruptions
• Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
• Disjunctive decomposition for two-stage stochastic mixed-binary programs with random recourse
• Decomposition methods for global solution of mixed-integer linear programs
• Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs
• A converging Benders' decomposition algorithm for two-stage mixed-integer recourse models
• 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
• Multicut Benders decomposition algorithm for process supply chain planning under uncertainty
• Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
• Fenchel decomposition for stochastic mixed-integer programming
• Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
• Unified branch-and-Benders-cut for two-stage stochastic mixed-integer programs
• 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
• A hierarchy of bounds for stochastic mixed-integer programs

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