Multistage robust discrete optimization via quantified integer programming
From MaRDI portal
Publication:2669532
DOI10.1016/j.cor.2021.105434OpenAlexW3174712325MaRDI QIDQ2669532
Michael Hartisch, Marc Goerigk
Publication date: 9 March 2022
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.12256
robust optimizationdiscrete optimizationoptimization under uncertaintymultistage optimizationquantified integer programming
Related Items (3)
Two-stage robust optimization problems with two-stage uncertainty ⋮ Combinatorial optimization problems with balanced regret ⋮ On the complexity of robust multi-stage problems with discrete recourse
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A complexity perspective on entailment of parameterized linear constraints
- Complexity of the min-max and min-max regret assignment problems
- Backjumping for quantified Boolean logic satisfiability
- Solving multistage quantified linear optimization problems with the alpha-beta nested Benders decomposition
- Models for robust tactical planning in multi-stage production systems with uncertain demands
- The polynomial-time hierarchy
- An analysis of alpha-beta pruning
- Cutting planes for integer programs with general integer variables
- Robust discrete optimization and network flows
- Adjustable robust solutions of uncertain linear programs
- On recoverable and two-stage robust selection problems with budgeted uncertainty
- Binary decision rules for multistage adaptive mixed-integer optimization
- A survey of adjustable robust optimization
- An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees
- Stochastic linear programming. Models, theory, and computation
- Advances in stochastic programming and robust optimization for supply chain planning
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
- Robust optimization-methodology and applications
- Branching rules revisited
- Quantified integer programs with polyhedral uncertainty set
- The decision rule approach to optimization under uncertainty: methodology and applications
- Robust multistage optimization with decision-dependent uncertainty
- Extensions of dynamic programming for multi-stage combinatorial optimization
- A dynamic programming approach to adjustable robust optimization
- A multi-stage stochastic integer programming approach for a multi-echelon lot-sizing problem with returns and lost sales
- Solving two-stage robust optimization problems using a column-and-constraint generation method
- Multistage Adaptive Robust Optimization for the Unit Commitment Problem
- Multistage Robust Mixed-Integer Optimization with Adaptive Partitions
- Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set
- Multistage Stochastic Optimization
- Solution Techniques for Quantified Linear Programs and the Links to Gaming
- Quantified Linear Programs: A Computational Study
- A Soft Robust Model for Optimization Under Ambiguity
- Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
- Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization
- Adaptive Restart Strategies for Conflict Driven SAT Solvers
- Polyhedral and Algorithmic Properties of Quantified Linear Programs
- The Price of Robustness
- The Concept of Recoverable Robustness, Linear Programming Recovery, and Railway Applications
- Light Robustness
- Parametric dispatching of hard real-time tasks
- Adjustable Robust Optimization via Fourier–Motzkin Elimination
- Finite Adaptability in Multistage Linear Optimization
- Changing Bases: Multistage Optimization for Matroids and Matchings
- Facility Location in Evolving Metrics
- Automated Reasoning
- Benchmarking optimization software with performance profiles.
This page was built for publication: Multistage robust discrete optimization via quantified integer programming