Two-stage quadratic integer programs with stochastic right-hand sides
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Publication:431020
DOI10.1007/s10107-010-0412-4zbMath1257.90063OpenAlexW2036017258MaRDI QIDQ431020
Andrew J. Schaefer, Oleg A. Prokopyev, Osman Y. Özaltın
Publication date: 26 June 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-010-0412-4
Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)
Related Items (10)
On exact solution approaches for bilevel quadratic 0-1 knapsack problem ⋮ Bilevel Integer Programs with Stochastic Right-Hand Sides ⋮ Evaluating mixed-integer programming models over multiple right-hand sides ⋮ Bilevel Quadratic Fractional/Quadratic Problem ⋮ Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function ⋮ Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs ⋮ A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables ⋮ Exact solution approach for a class of nonlinear bilevel knapsack problems ⋮ A Gilmore-Gomory construction of integer programming value functions ⋮ A note on constraint aggregation and value functions for two-stage stochastic integer programs
Uses Software
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