Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs

DOI10.1007/s10898-007-9245-yzbMath1152.90548OpenAlexW1998209152MaRDI QIDQ934793

Lewis Ntaimo, Matthew W. Tanner

Publication date: 30 July 2008

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/9031

zbMATH Keywords

Integer programmingStochastic programmingDisjunctive programmingLift-and-project cuts

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15) Boolean programming (90C09)

Related Items (9)

Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure ⋮ Logic-Based Benders Decomposition and Binary Decision Diagram Based Approaches for Stochastic Distributed Operating Room Scheduling ⋮ Fenchel decomposition for stochastic mixed-integer programming ⋮ A scenario decomposition algorithm for 0-1 stochastic programs ⋮ 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 ⋮ 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 ⋮ Improving the Integer L-Shaped Method

Uses Software

• CPLEX

Cites Work

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