A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables
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Publication:2274882
DOI10.1007/s10898-019-00816-8zbMath1428.90106OpenAlexW2967499761MaRDI QIDQ2274882
Publication date: 1 October 2019
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-019-00816-8
Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)
Related Items (8)
Scalable branching on dual decomposition of stochastic mixed-integer programming problems ⋮ Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation ⋮ Skyport location problem for urban air mobility system ⋮ Nonconvex sensitivity-based generalized Benders decomposition ⋮ A solution algorithm for chance-constrained problems with integer second-stage recourse decisions ⋮ Branch-and-price for a class of nonconvex mixed-integer nonlinear programs ⋮ Non-convex nested Benders decomposition ⋮ A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl
Uses Software
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