Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse

From MaRDI portal
Publication:5739131

DOI10.1287/ijoc.2016.0717zbMath1364.90220OpenAlexW2564296586MaRDI QIDQ5739131

Oktay Günlük, Merve Bodur, Sanjeeb Dash, James R. Luedtke

Publication date: 2 June 2017

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/6980303324e60ec9dccaaef965c2d3cb385f90b1



Related Items

Developing childhood vaccine administration and inventory replenishment policies that minimize open vial wastage, Implementing Automatic Benders Decomposition in a Modern MIP Solver, Binary extended formulations of polyhedral mixed-integer sets, Theoretical challenges towards cutting-plane selection, Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables, Multicomponent Maintenance Optimization: A Stochastic Programming Approach, A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems, Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems, 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, A survey on bilevel optimization under uncertainty, Uncertainty in maritime ship routing and scheduling: a literature review, Lift-and-project cuts for convex mixed integer nonlinear programs, A study of progressive hedging for stochastic integer programming, Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs, A polyhedral study of the static probabilistic lot-sizing problem, Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function, The Benders Dual Decomposition Method, Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs, Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs, Accelerating the Benders Decomposition Method: Application to Stochastic Network Design Problems, Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming, Cutting planes from extended LP formulations, New solution approaches for the maximum-reliability stochastic network interdiction problem, The Benders decomposition algorithm: a literature review, A new lift-and-project operator, Exact algorithms based on Benders decomposition for multicommodity uncapacitated fixed-charge network design, Implementing the branch-and-cut approach for a general purpose Benders' decomposition framework, Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse, A survey of network interdiction models and algorithms, Analysis of Sparse Cutting Planes for Sparse MILPs with Applications to Stochastic MILPs, Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty, An L-shaped method with strengthened lift-and-project cuts


Uses Software