A branch and bound method for stochastic global optimization
From MaRDI portal
Publication:1290672
DOI10.1007/BF02680569zbMath0920.90111OpenAlexW2017411673WikidataQ89282731 ScholiaQ89282731MaRDI QIDQ1290672
Vladimir I. Norkin, Ruszczyński, Andrzej, Georg Ch. Pflug
Publication date: 3 June 1999
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02680569
Related Items
Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation, Scheduling deferrable electric appliances in smart homes: a bi-objective stochastic optimization approach, Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming, On sample size control in sample average approximations for solving smooth stochastic programs, Tactical berth allocation under uncertainty, A two-stage approach to the orienteering problem with stochastic weights, Chance-Constrained Programming Models and Approximations for General Stochastic Bottleneck Spanning Tree Problems, A sample average approximation method for disassembly line balancing problem under uncertainty, Supplier selection and order allocation in CLSC configuration with various supply strategies under disruption risk, Exploring or reducing noise? A global optimization algorithm in the presence of noise, Enhancing Benders decomposition algorithm to solve a combat logistics problem, Short-term liner ship fleet planning with container transshipment and uncertain container shipment demand, An improved averaged two-replication procedure with Latin hypercube sampling, Analysis of stochastic dual dynamic programming method, The effect of few historical data on the performance of sample average approximation method for operating room scheduling, Capacity reservation for humanitarian relief: a logic-based benders decomposition method with subgradient cut, A hybrid genetic algorithm for scheduling jobs sharing multiple resources under uncertainty, Optimization and identification of stochastic systems, Influence maximization with deactivation in social networks, Optimal Learning in Linear Regression with Combinatorial Feature Selection, Stochastic uncapacitated hub location, Scenario generation for stochastic optimization problems via the sparse grid method, Enriched workflow modelling and stochastic branch-and-bound, The impact of sampling methods on bias and variance in stochastic linear programs, Hidden genes genetic optimization for variable-size design space problems, A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming, Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation, Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory, Chance-Constrained Surgery Planning Under Conditions of Limited and Ambiguous Data, Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs, An efficient linear programming based method for the influence maximization problem in social networks, Managing congestion in a multi-modal transportation network under biomass supply uncertainty, A lagrangean based branch-and-cut algorithm for global optimization of nonconvex mixed-integer nonlinear programs with decomposable structures, Simulation-Based Optimality Tests for Stochastic Programs, Reliability optimization of a complex system by the stochastic branch and bound method, Optimal insurance contract specification in the upstream sector of the oil and gas industry, A derivative-free optimization algorithm for the efficient minimization of functions obtained via statistical averaging, Variance reduction for sequential sampling in stochastic programming, Stochastic global optimization using tangent minorants for Lipschitz functions, Recent trends in metaheuristics for stochastic combinatorial optimization, Multi-service multi-facility network design under uncertainty, A stochastic programming approach for supply chain network design under uncertainty, Allocation and scheduling of conditional task graphs, Probabilistic subproblem selection in branch-and-bound algorithms, Sample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problem, Validation analysis of mirror descent stochastic approximation method, Optimality functions in stochastic programming, Discrete stochastic optimization using variants of the stochastic ruler method, Assessing solution quality in stochastic programs, Solving multistage asset investment problems by the sample average approximation method, The empirical behavior of sampling methods for stochastic programming, Stochastic programming approach to optimization under uncertainty, A modified quasisecant method for global optimization, Simulation-based approach to estimation of latent variable models, The stochastic trim-loss problem, Level bundle-like algorithms for convex optimization, Supply chain design under uncertainty using sample average approximation and dual decomposition, A practical approach for robust and flexible vehicle routing using metaheuristics and Monte Carlo sampling, Minorant methods of stochastic global optimization, On sample average approximation for two-stage stochastic programs without relatively complete recourse, Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data, Bias Reduction in Sample-Based Optimization, B\&B frameworks for the capacity expansion of high speed telecommunication networks under uncertainty
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On Optimal Allocation of Indivisibles Under Uncertainty
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization