A comparative study of decomposition algorithms for stochastic combinatorial optimization

DOI10.1007/s10589-007-9085-1zbMath1153.90515OpenAlexW1965736643MaRDI QIDQ1001189

Lewis Ntaimo, Suvrajeet Sen

Publication date: 13 February 2009

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/9000

zbMATH Keywords

Disjunctive decompositionStochastic mixed-integer programmingStochastic server locationStrategic supply chain planning

Mathematics Subject Classification ID

Stochastic programming (90C15) Combinatorial optimization (90C27)

Related Items

Fenchel decomposition for stochastic mixed-integer programming, Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness, Stochastic last mile relief network design with resource reallocation, Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs, Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning, Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function, A scenario decomposition algorithm for 0-1 stochastic programs, Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs, Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs, Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs, On greedy approximation algorithms for a class of two-stage stochastic assignment problems, Stochastic set packing problem, A comparative study of decomposition algorithms for stochastic combinatorial optimization, Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Generalized Upper Bound Constraints

Uses Software

• CPLEX
• HTCondor MW

Cites Work

• Unnamed Item
• Unnamed Item
• The integer \(L\)-shaped method for stochastic integer programs with complete recourse
• A comparative study of decomposition algorithms for stochastic combinatorial optimization
• Partitioning procedures for solving mixed-variables programming problems
• BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
• A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
• An approach for strategic supply chain planning under uncertainty based on stochastic 0-1 programming
• Schumann, a modeling framework for supply chain management under uncertainty
• The sample average approximation method applied to stochastic routing problems: a computational study
• Computational solution of capacity planning models under uncertainty
• Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
• The million-variable ``march for stochastic combinatorial optimization
• The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
• Disjunctive Programming
• Facility location models for immobile servers with stochastic demand