Improving the Integer L-Shaped Method
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Publication:2830952
DOI10.1287/ijoc.2016.0695zbMath1348.90498OpenAlexW2405230269MaRDI QIDQ2830952
Gustavo Angulo, Shabbir Ahmed, Santanu S. Dey
Publication date: 1 November 2016
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.2016.0695
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Uses Software
Cites Work
- The integer \(L\)-shaped method for stochastic integer programs with complete recourse
- Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs
- Partitioning procedures for solving mixed-variables programming problems
- Fenchel decomposition for stochastic mixed-integer programming
- Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs
- The million-variable ``march for stochastic combinatorial optimization
- Exact solutions to a class of stochastic generalized assignment problems
- The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
- An Integer L-Shaped Algorithm for the Capacitated Vehicle Routing Problem with Stochastic Demands
- Exact Solution to a Location Problem with Stochastic Demands
- A Priori Optimization of the Probabilistic Traveling Salesman Problem
- Finitely Convergent Decomposition Algorithms for Two-Stage Stochastic Pure Integer Programs
- Forbidden Vertices
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- An Exact Algorithm for the Vehicle Routing Problem with Stochastic Demands and Customers
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