On the mixing set with a knapsack constraint

DOI10.1007/s10107-016-0979-5zbMath1354.90076arXiv1207.1077OpenAlexW1644797908MaRDI QIDQ291057

Ahmad Abdi, Ricardo Fukasawa

Publication date: 6 June 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.1077

zbMATH Keywords

mixed integer programmingchance constrained programmingknapsack constraintmixing setpolyhedral combinnatorics

Mathematics Subject Classification ID

Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)

Related Items (12)

On the Quantile Cut Closure of Chance-Constrained Problems ⋮ Relaxations and approximations of chance constraints under finite distributions ⋮ On intersection of two mixing sets with applications to joint chance-constrained programs ⋮ A polyhedral study on chance constrained program with random right-hand side ⋮ New valid inequalities and formulations for the static joint chance-constrained lot-sizing problem ⋮ An algorithm for binary linear chance-constrained problems using IIS ⋮ Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness ⋮ A polyhedral study of the static probabilistic lot-sizing problem ⋮ Probabilistic Partial Set Covering with an Oracle for Chance Constraints ⋮ On quantile cuts and their closure for chance constrained optimization problems ⋮ Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens ⋮ Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity

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• A branch and bound method for stochastic integer problems under probabilistic constraints
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• Mixing mixed-integer inequalities

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