A heuristic procedure for stochastic integer programs with complete recourse

DOI10.1016/J.EJOR.2004.09.012zbMATH Open1116.90082OpenAlexW2076519685MaRDI QIDQ819082FDOQ819082

Authors: Guglielmo Lulli, Suvrajeet Sen 

Publication date: 22 March 2006

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2004.09.012

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zbMATH Keywords

heuristic algorithmsuccessive approximationstochastic integer programming

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Stochastic programming (90C15) Integer programming (90C10)

Cites Work

• BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
• Dual decomposition in stochastic integer programming
• Introduction to Stochastic Programming
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Scenarios for multistage stochastic programs
• Stochastic integer programming: general models and algorithms
• Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
• Stochastic programming with integer variables
• A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
• A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
• State-of-the-Art-Survey—Stochastic Programming: Computation and Applications
• Stability and sensitivity-analysis for stochastic programming
• Postoptimality for multistage stochastic linear programs
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (10)

• A hybrid path-relinking method for solving two-stage stochastic integer problems
• Scenario updating method for stochastic mixed-integer programming problems
• Stochastic set packing problem
• On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming
• Cluster Lagrangean decomposition in multistage stochastic optimization
• A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
• BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems
• On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming
• Title not available (Why is that?)
• The airline long-haul fleet planning problem: the case of TAP service to/from Brazil

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