Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
From MaRDI portal
Publication:645501
DOI10.1007/S10287-010-0125-4zbMATH Open1225.91032OpenAlexW1999563417MaRDI QIDQ645501FDOQ645501
Jean-Paul Watson, David L. Woodruff
Publication date: 15 November 2011
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-010-0125-4
Recommendations
- BBPH: using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs
- Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
- Integration of progressive hedging and dual decomposition in stochastic integer programs
- Solving stochastic programming problems with risk measures by progressive hedging
- Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Stochastic programming (90C15) Mixed integer programming (90C11)
Cites Work
- Title not available (Why is that?)
- Introduction to Stochastic Programming
- Solving stochastic transportation network protection problems using the progressive hedging-based method
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
- Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
- Applying the progressive hedging algorithm to stochastic generalized networks
- Hashing vectors for tabu search
- On bridging the gap between stochastic integer programming and MIP solver technologies
Cited In (76)
- Developing childhood vaccine administration and inventory replenishment policies that minimize open vial wastage
- Integrated Stochastic Optimal Self-Scheduling for Two-Settlement Electricity Markets
- BBPH: using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- PySP: modeling and solving stochastic programs in Python
- Randomized progressive hedging methods for multi-stage stochastic programming
- Managing congestion in a multi-modal transportation network under biomass supply uncertainty
- A stabilised scenario decomposition algorithm applied to stochastic unit commitment problems
- Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme
- Solution sensitivity-based scenario reduction for stochastic unit commitment
- A scalable solution framework for stochastic transmission and generation planning problems
- Multicomponent Maintenance Optimization: A Stochastic Programming Approach
- A progressive hedging method for the optimization of social engagement and opportunistic IoT problems
- Routing problem for unmanned aerial vehicle patrolling missions -- a progressive hedging algorithm
- Solving stochastic programming problems with risk measures by progressive hedging
- New solution approaches for the capacitated supplier selection problem with total quantity discount and activation costs under demand uncertainty
- Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems
- A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs
- A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities
- Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
- Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
- Progressive hedging for stochastic programs with cross-scenario inequality constraints
- A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract
- A progressive hedging approach for surgery planning under uncertainty
- Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management
- Scenario-based learning for stochastic combinatorial optimisation
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
- Scheduled service network design with quality targets and stochastic travel times
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization
- A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables
- Risk-averse stochastic programming and distributionally robust optimization via operator splitting
- Applying the progressive hedging algorithm to stochastic generalized networks
- A hybrid scenario cluster decomposition algorithm for supply chain tactical planning under uncertainty
- Logistics capacity planning: a stochastic bin packing formulation and a progressive hedging meta-heuristic
- Cluster Lagrangean decomposition in multistage stochastic optimization
- Lagrange dual bound computation for stochastic service network design
- A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
- A fully distributed asynchronous approach for multi-area coordinated network-constrained unit commitment
- Lagrangian relaxation based heuristics for a chance-constrained optimization model of a hybrid solar-battery storage system
- Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming
- Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs
- Stochastic programming approach for energy management in electric microgrids
- Progressive hedging as a meta-heuristic applied to stochastic lot-sizing
- Integration of progressive hedging and dual decomposition in stochastic integer programs
- Branch-and-price for a class of nonconvex mixed-integer nonlinear programs
- A parallelized variable fixing process for solving multistage stochastic programs with progressive hedging
- A stochastic programming approach for chemotherapy appointment scheduling
- Resource allocation when planning for simultaneous disasters
- Progressive decoupling of linkages in optimization and variational inequalities with elicitable convexity or monotonicity
- Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs
- A Scalable Bounding Method for Multistage Stochastic Programs
- Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse
- Stochastic optimization models in forest planning: a progressive hedging solution approach
- Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design
- Algorithm for the N-2 Security-Constrained Unit Commitment Problem with Transmission Switching
- A stochastic multi-agent optimization model for energy infrastructure planning under uncertainty in an oligopolistic market
- Mixed-integer programming models for optimal constellation scheduling given cloud cover uncertainty
- Stochastic forestry planning under market and growth uncertainty
- A two-stage stochastic location-routing problem for electric vehicles fast charging
- Optimization of covered calls under uncertainty
- Dynamic reverse supply chain network design under uncertainty: mathematical modeling and solution algorithm
- Scenario-dominance to multi-stage stochastic lot-sizing and knapsack problems
- Ambulance location routing problem considering all sources of uncertainty: progressive estimating algorithm
- On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies
- Value function gradient learning for large-scale multistage stochastic programming problems
- A parallel hub-and-spoke system for large-scale scenario-based optimization under uncertainty
- A study of progressive hedging for stochastic integer programming
- Computing Wasserstein barycenters via operator splitting: the method of averaged marginals
- Resilient route design for collection of material from suppliers with split deliveries and stochastic demands
- A hybrid path‐relinking method for solving two‐stage stochastic integer problems
- Extreme Ray Feasibility Cuts for Unit Commitment with Uncertainty
- Optimization-Driven Scenario Grouping
- Minimizing buffered probability of exceedance by progressive hedging
- A hybrid genetic algorithm for scheduling jobs sharing multiple resources under uncertainty
- Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems
Uses Software
This page was built for publication: Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q645501)
