Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function
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Publication:5129216
DOI10.1287/opre.2019.1842zbMath1455.90110OpenAlexW2980518871WikidataQ127018979 ScholiaQ127018979MaRDI QIDQ5129216
Andrew J. Schaefer, Oleg A. Prokopyev, Onur Tavaslıoğlu
Publication date: 26 October 2020
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2019.1842
stochastic programmingmixed integer programmingbilevel programmingglobal branch and boundmultifollower bilevel programmingtwo-stage mixed integer programming
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Scalable branching on dual decomposition of stochastic mixed-integer programming problems ⋮ Managing Product Transitions: A Bilevel Programming Approach ⋮ Bilevel Integer Programs with Stochastic Right-Hand Sides ⋮ A value function-based approach for robust surgery planning ⋮ Online Mixed-Integer Optimization in Milliseconds ⋮ Mixed-integer bilevel representability ⋮ A Gilmore-Gomory construction of integer programming value functions
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