IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation
From MaRDI portal
Publication:992606
DOI10.1016/j.ejor.2010.04.019zbMath1205.90211MaRDI QIDQ992606
Lewis Ntaimo, Matthew W. Tanner
Publication date: 9 September 2010
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2010.04.019
stochastic programming; branch-and-bound; branch-and-cut; chance constraints; irreducibly infeasible subsystem (IIS)
90C57: Polyhedral combinatorics, branch-and-bound, branch-and-cut
90C15: Stochastic programming
92C50: Medical applications (general)
Related Items
Adaptive sampling immune algorithm solving joint chance-constrained programming, Decomposition algorithms for optimizing multi-server appointment scheduling with chance constraints, A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support, Threshold Boolean form for joint probabilistic constraints with random technology matrix, Branch-and-cut approaches for chance-constrained formulations of reliable network design problems, Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection, A linear programming approach for linear programs with probabilistic constraints, Chance-Constrained Binary Packing Problems, Covering Linear Programming with Violations
Cites Work
- Unnamed Item
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
- Dual methods for probabilistic optimization problems.
- An integer programming approach for linear programs with probabilistic constraints
- Finding optimal vaccination strategies under parameter uncertainty using stochastic program\-ming
- Sample average approximation method for chance constrained programming: Theory and applications
- Partitioning procedures for solving mixed-variables programming problems
- Irreducibly inconsistent systems of linear inequalities
- Relaxations for probabilistically constrained programs with discrete random variables
- Optimal vaccination strategies for a community of households
- Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
- On the maximum feasible subsystem problem, IISs and IIS-hypergraphs
- Optimization of a continuous distillation process under random inflow rate.
- A general model for stochastic SIR epidemics with two levels of mixing
- An algebraic geometry algorithm for scheduling in presence of setups and correlated demands
- Finding optimal vaccination strategies for pandemic influenza using genetic algorithms
- A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs
- Combinatorial Benders' Cuts for Mixed-Integer Linear Programming
- A Screening Technique for Joint Chance-Constrained Programming for Air-Quality Management
- Branch-and-Cut for the Maximum Feasible Subsystem Problem
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- Identifying Minimally Infeasible Subsystems of Inequalities
- Programming under probabilistic constraints with a random technology matrix
- Introduction to Stochastic Programming
- Finding a Useful Subset of Constraints for Analysis in an Infeasible Linear Program
- A class of stochastic programming decision problems
- Concavity and efficient points of discrete distributions in probabilistic programming.
