On the Quantile Cut Closure of Chance-Constrained Problems

DOI10.1007/978-3-319-33461-5_33zbMath1419.90079OpenAlexW2490032628MaRDI QIDQ3186519

Weijun Xie, Shabbir Ahmed

Publication date: 10 August 2016

Published in: Integer Programming and Combinatorial Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-33461-5_33

Mathematics Subject Classification ID

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

Cites Work

• On the mixing set with a knapsack constraint
• A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
• Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
• An integer programming approach for linear programs with probabilistic constraints
• On mixing sets arising in chance-constrained programming
• Generalized Disjunctive Programming: A Framework for Formulation and Alternative Algorithms for MINLP Optimization
• Chance-Constrained Binary Packing Problems
• Covering Linear Programming with Violations
• An Integer Programming and Decomposition Approach to General Chance-Constrained Mathematical Programs
• On the Convergence of Sequences of Convex Sets in Finite Dimensions
• Convex Bodies The Brunn-MinkowskiTheory
• The mixed vertex packing problem.
• Mixing mixed-integer inequalities

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