A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse
From MaRDI portal
Publication:598605
DOI10.1023/A:1013827731218zbMath1045.90040OpenAlexW1734243449MaRDI QIDQ598605
Hanif D. Sherali, Barbara M. P. Fraticelli
Publication date: 12 August 2004
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1013827731218
Related Items
Decomposition algorithm for large-scale two-stage unit-commitment, Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs, Vehicle routing with probabilistic capacity constraints, Two-stage stochastic hierarchical multiple risk problems: Models and algorithms, Two-stage stochastic programming supply chain model for biodiesel production via wastewater treatment, An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects, Logic-Based Benders Decomposition and Binary Decision Diagram Based Approaches for Stochastic Distributed Operating Room Scheduling, Extreme Ray Feasibility Cuts for Unit Commitment with Uncertainty, Two-stage mean-risk stochastic mixed integer optimization model for location-allocation problems under uncertain environment, Parking buses in a depot using block patterns: a Benders decomposition approach for minimizing type mismatches, Stochastic and risk management models and solution algorithm for natural gas transmission network expansion and LNG terminal location planning, Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs, An interval uncertain optimization method using back-propagation neural network differentiation, Designing robust coverage networks to hedge against worst-case facility losses, Adjustable robust optimization with objective uncertainty, A Nested Cross Decomposition Algorithm for Power System Capacity Expansion with Multiscale Uncertainties, Optimizing integrated aircraft assignment and turnaround handling, A solution algorithm for chance-constrained problems with integer second-stage recourse decisions, Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter, Optimizing system resilience: a facility protection model with recovery time, Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs, Integer set reduction for stochastic mixed-integer programming, A decomposition approach for solving a broadcast domination network design problem, A decomposition approach to the two-stage stochastic unit commitment problem, Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function, Algorithm for the N-2 Security-Constrained Unit Commitment Problem with Transmission Switching, Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs, Large-scale unit commitment under uncertainty: an updated literature survey, Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs, Two-Stage Stochastic Mixed-Integer Programs: Algorithms and Insights, The Benders decomposition algorithm: a literature review, A two-echelon stochastic facility location model for humanitarian relief logistics, A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables, Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming, 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, 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, A general algorithm for solving two-stage stochastic mixed \(0-1\) first-stage problems, On solving two-stage distributionally robust disjunctive programs with a general ambiguity set, Cutting plane algorithms for solving a stochastic edge-partition problem, A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities, Symmetry-exploiting cuts for a class of mixed-\(0/1\) second-order cone programs, A Unified Framework for Multistage Mixed Integer Linear Optimization, Large-scale unit commitment under uncertainty, An algorithm for two-stage stochastic mixed-integer nonlinear convex problems, A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs
