Special issue: Global solution of integer, stochastic and nonconvex optimization problems
DOI10.1007/s10107-022-01876-7zbMath1498.00035OpenAlexW4292436424WikidataQ114228408 ScholiaQ114228408MaRDI QIDQ2097627
No author found.
Publication date: 14 November 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-022-01876-7
Biographies, obituaries, personalia, bibliographies (01A70) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06) Mathematical programming (90Cxx)
Cites Work
- Exact augmented Lagrangian duality for mixed integer linear programming
- Relaxations and discretizations for the pooling problem
- Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
- Maximizing a class of submodular utility functions with constraints
- Maximizing a class of submodular utility functions
- The integer \(L\)-shaped method for stochastic integer programs with complete recourse
- An integer programming approach for linear programs with probabilistic constraints
- Coherent risk measures in inventory problems
- Convex hulls of superincreasing knapsacks and lexicographic orderings
- Sample average approximation method for chance constrained programming: Theory and applications
- Supply chain design under uncertainty using sample average approximation and dual decomposition
- A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
- Relaxations and approximations of chance constraints under finite distributions
- Theoretical challenges towards cutting-plane selection
- Polyhedral results for a class of cardinality constrained submodular minimization problems
- On quantile cuts and their closure for chance constrained optimization problems
- Global optimization of 0-1 hyperbolic programs
- The sample average approximation method applied to stochastic routing problems: a computational study
- A finite branch-and-bound algorithm for two-stage stochastic integer programs
- Distributionally robust simple integer recourse
- Distributionally robust facility location problem under decision-dependent stochastic demand
- Submodular maximization of concave utility functions composed with a set-union operator with applications to maximal covering location problems
- Submodular function minimization and polarity
- A combinatorial cut-and-lift procedure with an application to 0-1 second-order conic programming
- An outer-approximation guided optimization approach for constrained neural network inverse problems
- SDP-quality bounds via convex quadratic relaxations for global optimization of mixed-integer quadratic programs
- Revisiting augmented Lagrangian duals
- Continuous cubic formulations for cluster detection problems in networks
- Probability estimation via policy restrictions, convexification, and approximate sampling
- Sparse regression at scale: branch-and-bound rooted in first-order optimization
- A framework for generalized Benders' decomposition and its application to multilevel optimization
- Decomposition of loosely coupled integer programs: a multiobjective perspective
- Electrical flows over spanning trees
- Optimization-based convex relaxations for nonconvex parametric systems of ordinary differential equations
- \(K\)-adaptability in stochastic optimization
- Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making
- Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity
- A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs
- On sample average approximation for two-stage stochastic programs without relatively complete recourse
- Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse
- Adaptive sampling line search for local stochastic optimization with integer variables
- A robust approach to warped Gaussian process-constrained optimization
- Robust multidimensional pricing: separation without regret
- Dynamic node packing
- Bi-objective multistage stochastic linear programming
- Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization
- Non-convex nested Benders decomposition
- Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets
- Dynamic probabilistic constraints under continuous random distributions
- Minimum concave cost flow over a grid network
- Stochastic dual dynamic integer programming
- Convex relaxations of chance constrained optimization problems
- A scenario decomposition algorithm for 0-1 stochastic programs
- Sequential pairing of mixed integer inequalities
- A stochastic programming approach for supply chain network design under uncertainty
- Convexity and decomposition of mean-risk stochastic programs
- A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem
- Improving the Integer L-Shaped Method
- Solving Mixed Integer Bilinear Problems Using MILP Formulations
- A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed-Integer Conic Quadratic Programs
- Covering Linear Programming with Violations
- Mixed-Integer Models for Nonseparable Piecewise-Linear Optimization: Unifying Framework and Extensions
- Expectation and Chance-Constrained Models and Algorithms for Insuring Critical Paths
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion
- On Deterministic Reformulations of Distributionally Robust Joint Chance Constrained Optimization Problems
- On a Class of Minimax Stochastic Programs
- Resistant Sets in the Unit Hypercube
- Sequence Independent Lifting for the Set of Submodular Maximization Problem
- Bicriteria Approximation of Chance-Constrained Covering Problems
- Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs
- Cutting Planes for Multistage Stochastic Integer Programs
- Forbidden Vertices
- On Polyhedral Approximations of the Second-Order Cone
- Exact Augmented Lagrangian Duality for Mixed Integer Quadratic Programming
This page was built for publication: Special issue: Global solution of integer, stochastic and nonconvex optimization problems