The integer L-shaped method for stochastic integer programs with complete recourse

DOI10.1016/0167-6377(93)90002-XzbMATH Open0793.90043MaRDI QIDQ688927FDOQ688927

Authors: G. Laporte, François V. Louveaux 

Publication date: 1 November 1993

Published in: Operations Research Letters (Search for Journal in Brave)

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zbMATH Keywords

\(L\)-shaped methodbranch-and-cut procedurecomplete recoursestochastic integer programs

Mathematics Subject Classification ID

Stochastic programming (90C15) Integer programming (90C10)

Cites Work

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Cited In (only showing first 100 items - show all)

• A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs
• Special issue: Global solution of integer, stochastic and nonconvex optimization problems
• Strong formulations for multistage stochastic self-scheduling unit commitment
• Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations
• An exact algorithm to solve the vehicle routing problem with stochastic demands under an optimal restocking policy
• Tight second stage formulations in two-stage stochastic mixed integer programs
• Distribution network deployment for omnichannel retailing
• Solving the integrated bin allocation and collection routing problem for municipal solid waste: a benders decomposition approach
• Large-scale unit commitment under uncertainty: an updated literature survey
• A dual-level stochastic fleet size and mix problem for offshore wind farm maintenance operations
• Accelerated sample average approximation method for two-stage stochastic programming with binary first-stage variables
• Improving the integer L-shaped method
• A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs
• Using 3D-printing in disaster response: the two-stage stochastic 3D-printing knapsack problem
• Stochastic RWA and lightpath rerouting in WDM networks
• Multi-service multi-facility network design under uncertainty
• A selective newsvendor approach to order management
• Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems
• Solving minimum-cost shared arborescence problems
• On the expected value function of a simple integer recourse problem with random technology matrix
• A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract
• Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
• A risk-averse approach for the planning of a hybrid energy system with conventional hydropower
• An exact solution method for the TSP with drone based on decomposition
• Investment effects of pricing schemes for non-convex markets
• Implementing the branch-and-cut approach for a general purpose Benders' decomposition framework
• Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning
• Benders' decomposition for the balancing of assembly lines with stochastic demand
• Integer programming models and algorithms for the graph decontamination problem with mobile agents
• A robust optimization approach with probe-able uncertainty
• Exact solutions to a carsharing pricing and relocation problem under uncertainty
• On solving two-stage distributionally robust disjunctive programs with a general ambiguity set
• Logic-Based Benders Decomposition and Binary Decision Diagram Based Approaches for Stochastic Distributed Operating Room Scheduling
• A unified framework for multistage mixed integer linear optimization
• Decomposition algorithms for solving the minimum weight maximal matching problem
• An extended formulation for two-stage stochastic unit commitment with reserves
• Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
• An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions
• Convex approximations for a class of mixed-integer recourse models
• Liner ship bunkering and sailing speed planning with uncertain demand
• Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs
• The stochastic opportunistic replacement problem. II: A two-stage solution approach
• A stochastic programming approach for chemotherapy appointment scheduling
• 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
• Disjunctive decomposition for two-stage stochastic mixed-binary programs with generalized upper bound constraints
• Stochastic planning and scheduling with logic-based Benders decomposition
• A recourse goal programming approach for airport bus routing problem
• Integrating operations research in constraint programming
• A decomposition approach for solving a broadcast domination network design problem
• Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector
• Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
• Forbidden vertices
• A branch-and-price algorithm for the capacitated vehicle routing problem with stochastic demands
• Optimizing maintenance service contracts through mechanism design theory
• The probabilistic orienteering problem
• Two-stage stochastic hierarchical multiple risk problems: Models and algorithms
• Minimizing value-at-risk in single-machine scheduling
• A branch-and-Benders-cut algorithm for the crew scheduling and routing problem in road restoration
• Two‐stage stochastic integer programming: a survey
• The capacitated vehicle routing problem with stochastic demands and time windows
• Solving stochastic and bilevel mixed-integer programs via a generalized value function
• An optimality cut for mixed integer linear programs
• Solving multiobjective vehicle routing problem with stochastic demand via evolutionary computation
• Pre-disaster investment decisions for strengthening a highway network
• Integer set reduction for stochastic mixed-integer programming
• BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
• Planning models for freight transportation
• Dual decomposition in stochastic integer programming
• Cutting planes for the multistage stochastic unit commitment problem
• Decomposition algorithms for optimizing multi-server appointment scheduling with chance constraints
• Stochastic set packing problem
• A multicut L-shaped based algorithm to solve a stochastic programming model for the mobile facility routing and scheduling problem
• AN INTEGER L-SHAPED ALGORITHM FOR TIME-CONSTRAINED TRAVELING SALESMAN PROBLEM WITH STOCHASTIC TRAVEL AND SERVICE TIMES
• Two-stage stochastic mixed-integer programs: algorithms and insights
• Mathematical programming formulations for the collapsed k-core problem
• Decomposition methods in stochastic programming
• Risk-averse two-stage stochastic programming with an application to disaster management
• Metaheuristics for the dynamic stochastic dial-a-ride problem with expected return transports
• On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming
• A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables
• Modeling supplier selection and the use of option contracts for global supply chain design
• Optimal berth allocation, time-variant quay crane assignment and scheduling with crane setups in container terminals
• A generic stochastic model for supply-and-return network design
• Cutting plane algorithms for solving a stochastic edge-partition problem
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• Optimizing designs and operations of a single network or multiple interdependent infrastructures under stochastic arc disruption
• L-shaped decomposition of two-stage stochastic programs with integer recourse
• Stochastic single-allocation hub location
• Stochastic programming with simple integer recourse
• Partial-route inequalities for the multi-vehicle routing problem with stochastic demands
• Stochastic vehicle routing
• Large-scale unit commitment under uncertainty
• 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
• Convex approximations for complete integer recourse models
• Evaluating and optimizing resilience of airport pavement networks
• Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure
• On structure and stability in stochastic programs with random technology matrix and complete integer recourse

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