Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions

From MaRDI portal
Publication:1290662

zbMath0920.90114MaRDI QIDQ1290662

Maarten H. van der Vlerk, Rüdiger Schultz, Leen Stougie

Publication date: 3 June 1999

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)




Related Items (33)

K-Adaptability in Two-Stage Robust Binary ProgrammingFenchel decomposition for stochastic mixed-integer programmingTwo-stage quadratic integer programs with stochastic right-hand sidesBFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer ProgramsRecent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production PlanningInteger set reduction for stochastic mixed-integer programmingOnline stochastic optimization under time constraintsSolving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value FunctionDecomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programsA Stochastic Integer Programming Approach to Air Traffic Scheduling and OperationsScenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programsA loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse modelsThe ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programmingThe stochastic programming heritage of Maarten van der VlerkHigher-order total variation bounds for expectations of periodic functions and simple integer recourse approximationsTwo-Stage Stochastic Mixed-Integer Programs: Algorithms and InsightsA two-echelon stochastic facility location model for humanitarian relief logisticsA Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error BoundApplying the minimax criterion in stochastic recourse programsExact solutions to a class of stochastic generalized assignment problemsTwo-stage integer programs with stochastic right-hand sides: A superadditive dual approachDistributionally robust discrete optimization with entropic Value-at-RiskA Two-Stage Stochastic Integer Programming Approach to Integrated Staffing and Scheduling with Application to Nurse ManagementPseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side UncertaintyA Gilmore-Gomory construction of integer programming value functionsParametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vectorOn the Glivenko-Cantelli problem in stochastic programming: mixed-integer linear recourse.The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexificationDual decomposition in stochastic integer programmingA Unified Framework for Multistage Mixed Integer Linear OptimizationA binary decision diagram based algorithm for solving a class of binary two-stage stochastic programsB\&B frameworks for the capacity expansion of high speed telecommunication networks under uncertainty


Uses Software



This page was built for publication: Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions